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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:"International economic review"
~isPartOf:"The econometrics journal"
~isPartOf:"The review of economic studies"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper"
~person:"Dalla, Violetta"
~person:"Giraitis, Liudas"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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Heteroskedastizität
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Dalla, Violetta
Giraitis, Liudas
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
Perron, Pierre
6
Harvey, Andrew C.
5
Lobato, Ignacio N.
3
Robinson, Peter M.
3
Saikkonen, Pentti
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Hong, Yongmiao
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Leybourne, Stephen James
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Li, Qi
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McAleer, Michael
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McElroy, Tucker
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Müller, Ulrich K.
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Ng, Serena
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Peel, David
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Satchell, Stephen
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Stengos, Thanasēs
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2
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2
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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
International economic review
The econometrics journal
The review of economic studies
Working paper / Department of Econometrics and Business Statistics, Monash University
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Journal of econometrics
45
Econometric theory
26
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13
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4
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3
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2
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2
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1
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Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
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1
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Oxford bulletin of economics and statistics
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Practical issues in cointegration analysis
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Special issue on new developments in time series econometrics
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ECONIS (ZBW)
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1
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
2
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
3
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
4
Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
Saved in:
5
Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui
;
Su, Liangjun
;
Phillips, Peter C. B.
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 56-100
Persistent link: https://www.econbiz.de/10009520548
Saved in:
6
Non-parametric regression with a latent time series
Linton, Oliver
;
Nielsen, Jens Perch
;
Nielsen, Søren Feodor
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 187-207
Persistent link: https://www.econbiz.de/10003875342
Saved in:
7
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
The review of economic studies
73
(
2006
)
4
,
pp. 1057-1084
Persistent link: https://www.econbiz.de/10003378035
Saved in:
8
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
- In:
International economic review
47
(
2006
)
3
,
pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
Saved in:
9
A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C. B.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
Saved in:
10
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
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