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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Celebrating Irving Fisher : the legacy of a great economist"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The American journal of economics and sociology"
~person:"Dalla, Violetta"
~person:"Hong, Yongmiao"
~person:"Johansen, Søren"
~person:"Leybourne, Stephen James"
~person:"Linton, Oliver"
~person:"Onatski, Alexei"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Wang, Qiying"
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
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Dalla, Violetta
Hong, Yongmiao
Johansen, Søren
Leybourne, Stephen James
Linton, Oliver
Onatski, Alexei
Pesaran, M. Hashem
Phillips, Peter C. B.
Wang, Qiying
Harvey, Andrew C.
23
Chen, Xiaohong
11
Taylor, Robert
11
Gao, Jiti
10
Lieberman, Offer
9
Saikkonen, Pentti
8
Xiao, Zhijie
8
Cavaliere, Giuseppe
7
Magdalinos, Tassos
7
Yu, Jun
7
Busetti, Fabio
6
Chambers, Marcus J.
6
Lütkepohl, Helmut
6
Nielsen, Morten Ørregaard
6
Robinson, Peter M.
6
Sun, Yixiao
6
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5
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5
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5
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5
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4
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4
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4
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4
Han, Chirok
4
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4
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4
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4
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Celebrating Irving Fisher : the legacy of a great economist
Cowles Foundation discussion paper
Econometric theory
Journal of applied econometrics
The American journal of economics and sociology
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68
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31
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ECONIS (ZBW)
163
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
4
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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