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~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Cowles Foundation paper"
~isPartOf:"De Nederlandsche Bank Working Paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"The American journal of economics and sociology"
~language:"eng"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Moon, Hyungsik R."
~person:"Palumbo, Dario"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Timmermann, Allan"
~subject:"Heteroscedasticity"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Statistical test"
~subject:"Time series analysis"
~subject:"USA"
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Heteroscedasticity
Heteroskedastizität
Kointegration
Prognoseverfahren
Statistical test
Time series analysis
USA
Zeitreihenanalyse
129
Theorie
72
Theory
72
Estimation theory
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Forecasting model
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Stochastischer Prozess
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Autokorrelation
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Statistischer Test
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Structural break
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Volatility
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Börsenkurs
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Dalla, Violetta
Linton, Oliver
Moon, Hyungsik R.
Palumbo, Dario
Pesaran, M. Hashem
Phillips, Peter C. B.
Timmermann, Allan
Harvey, Andrew C.
19
Chen, Xiaohong
10
Ploberger, Werner
7
Andrews, Donald W. K.
6
Lieberman, Offer
6
Xiao, Zhijie
6
Yu, Jun
6
Magdalinos, Tassos
5
Onatski, Alexei
5
Pick, Andreas
5
Sun, Yixiao
5
Engle, Robert F.
4
Gao, Jiti
4
Hong, Yongmiao
4
Jin, Sainan
4
Sims, Christopher A.
4
Tauchen, George Eugene
4
Wang, Qiying
4
White, Halbert
4
Abadir, Karim Maher
3
Bollerslev, Tim
3
Busetti, Fabio
3
Flaig, Gebhard
3
Li, Degui
3
Li, Jia
3
Liao, Zhipeng
3
Nelson, Daniel B.
3
Ouliaris, Sam
3
Robinson, Peter M.
3
Stock, James H.
3
Thiele, Stephen
3
Vogelsang, Timothy J.
3
Wang, Chen
3
Watson, Mark W.
3
Andersen, Torben
2
Bailey, Natalia
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Cowles Foundation paper
De Nederlandsche Bank Working Paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International economic review
Janeway Institute working paper series
The American journal of economics and sociology
Journal of econometrics
47
Cowles Foundation Discussion Paper
31
Econometric theory
24
CESifo working papers
16
DAE working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Econometric reviews
8
CESifo Working Paper Series
6
Journal of applied econometrics
5
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5
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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CESifo Working Paper
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Discussion paper / Department of Economics, University of California San Diego
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Econometrics papers
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The review of economic studies
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Celebrating Irving Fisher : the legacy of a great economist
2
Discussion papers / Department of Economics, University of California San Diego
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Discussion papers in economics
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IEPR Working Paper
2
IZA Discussion Paper
2
International journal of forecasting
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ECONIS (ZBW)
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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
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
4
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:
5
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:
6
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:
7
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
8
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
9
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:
10
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
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