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~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~person:"Schmidt, Peter"
~person:"Yu, Jun"
~subject:"Autoregression"
~subject:"Heteroskedastizität"
~subject:"Nonlinear regression"
~subject:"Time series analysis"
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Search: subject_exact:"Time series analysis"
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Autoregression
Heteroskedastizität
Nonlinear regression
Time series analysis
Zeitreihenanalyse
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Theorie
74
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74
Estimation theory
57
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Linton, Oliver
Phillips, Peter C. B.
Schmidt, Peter
Yu, Jun
Chen, Xiaohong
24
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18
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15
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11
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10
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10
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9
Sun, Yixiao
9
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8
Li, Jia
8
Magdalinos, Tassos
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Swanson, Norman R.
8
Todorov, Viktor
8
Wang, Qiying
8
Harvey, David I.
7
Hong, Yongmiao
7
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7
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7
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6
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6
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6
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6
Su, Liangjun
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Centre for Microdata Methods and Practice <London>
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CEMMAP working papers / Centre for Microdata Methods and Practice
Cowles Foundation discussion paper
International economic review
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Cowles Foundation Discussion Paper
31
Econometric theory
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of Joon Y. Park : econometric theory
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ECONIS (ZBW)
138
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
3
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
4
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
5
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
8
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
9
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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