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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:"Heteroskedastizität"
~subject:"Time series analysis"
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Heteroskedastizität
Time series analysis
Zeitreihenanalyse
138
Theorie
74
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74
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57
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57
Einheitswurzeltest
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33
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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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10
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9
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9
Sun, Yixiao
9
Andersen, Torben
8
Li, Jia
8
Magdalinos, Tassos
8
Swanson, Norman R.
8
Todorov, Viktor
8
Wang, Qiying
8
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
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7
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6
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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
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1
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)
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71
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461413
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72
Log periodogram regression : the nonstationary case
Kim, Chang Sik
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461423
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73
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461553
Saved in:
74
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
-
2005
Persistent link: https://www.econbiz.de/10003468425
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75
Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.
;
Magdalinos, Tassos
-
2005
Persistent link: https://www.econbiz.de/10002969709
Saved in:
76
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
77
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
78
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
79
Recent Advances in nonstationary time series : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009671554
Saved in:
80
Estimation of semiparametric locally stationary diffusion models
Koo, Bonsoo
;
Linton, Oliver
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 210-233
Persistent link: https://www.econbiz.de/10009673108
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