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~isPartOf:"CORE Discussion Paper"
~isPartOf:"CoFE discussion papers"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Bauwens, Luc"
~person:"Chen, Xiaohong"
~person:"Kasparis, Ioannis"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~subject:"Unit root test"
~subject:"Zeitreihenanalyse"
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Unit root test
Zeitreihenanalyse
Theorie
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Stochastic process
19
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Bauwens, Luc
Chen, Xiaohong
Kasparis, Ioannis
Phillips, Peter C. B.
Sibbertsen, Philipp
Beran, Jan
11
Feng, Yuanhua
9
Yu, Jun
6
Chang, Yoosoon
3
Jin, Sainan
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Moon, Hyungsik Roger
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CORE Discussion Paper
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ECONIS (ZBW)
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1
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
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2
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
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3
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:
4
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
5
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
6
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
7
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011797222
Saved in:
8
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
9
Business cycles, trend elimination, and the HP filter
Phillips, Peter C. B.
;
Jin, Sainan
-
2015
Persistent link: https://www.econbiz.de/10011312319
Saved in:
10
Dynamic panel GMM with near unity
Phillips, Peter C. B.
-
2014
Persistent link: https://www.econbiz.de/10010463725
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