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~isPartOf:"CESifo Working Paper"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~isPartOf:"Working paper series / Department of Economics, Auckland Business School, The University of Auckland"
~language:"eng"
~person:"Davidson, James E. H."
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Time series analysis"
~subject:"USA"
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Davidson, James E. H.
Linton, Oliver
Pesaran, M. Hashem
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11
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
12
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
13
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
14
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
15
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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16
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
17
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
18
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
19
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
20
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
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