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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:"Time series analysis"
~type:"book"
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Search: subject_exact:"Time series analysis"
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Autoregression
Heteroskedastizität
Time series analysis
Zeitreihenanalyse
93
Theorie
50
Theory
50
Estimation theory
34
Schätztheorie
34
Einheitswurzeltest
20
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Linton, Oliver
Phillips, Peter C. B.
Schmidt, Peter
Yu, Jun
Chen, Xiaohong
14
Xiao, Zhijie
7
Lieberman, Offer
6
Magdalinos, Tassos
5
Wang, Qiying
5
Andrews, Donald W. K.
4
Chernozhukov, Victor
4
Liao, Zhipeng
4
Ploberger, Werner
4
Sun, Yixiao
4
Gao, Jiti
3
Li, Degui
3
Smith, Richard J.
3
Wang, Weining
3
Yi, Yanping
3
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2
Dalla, Violetta
2
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Han, Chirok
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Kheifets, Igor
2
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Lu, Zu-di
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2
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2
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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
Journal of econometrics
Cowles Foundation Discussion Paper
31
Cambridge working papers in economics
9
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper
7
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5
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ECONIS (ZBW)
93
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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 for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
10
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
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