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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Documentos de trabajo / Banco Central de Chile"
~isPartOf:"Economics letters"
~isPartOf:"International economic review"
~isPartOf:"Temi di discussione / Banca d'Italia"
~isPartOf:"The American journal of economics and sociology"
~isPartOf:"Working paper"
~isPartOf:"Working papers in economics"
~person:"Dalla, Violetta"
~person:"Harvey, Andrew C."
~person:"Licht, Adrian"
~person:"Oxley, Les"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~source:"econis"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unit root test"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Heteroskedastizität
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Dalla, Violetta
Harvey, Andrew C.
Licht, Adrian
Oxley, Les
Pesaran, M. Hashem
Phillips, Peter C. B.
McAleer, Michael
21
Kapetanios, George
18
Franses, Philip Hans
14
Linton, Oliver
13
Yu, Jun
13
Chen, Xiaohong
9
Blazsek, Szabolcs
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Escribano, Álvaro
8
Giraitis, Liudas
8
Hassler, Uwe
8
Österholm, Pär
8
Busetti, Fabio
7
Peel, David
7
Caporin, Massimiliano
6
Chang, Chia-Lin
6
Engsted, Tom
6
Gonzalo, Jesús
6
Hecq, Alain W. J.
6
Lee, Junsoo
6
Li, Degui
6
Lieberman, Offer
6
Piger, Jeremy Max
6
Schmidt, Peter
6
Abadir, Karim Maher
5
Baillie, Richard
5
Chen, Jia
5
Coakley, Jerry
5
Delle Monache, Davide
5
Gao, Jiti
5
Iacone, Fabrizio
5
Leybourne, Stephen James
5
Magdalinos, Tassos
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Marcellino, Massimiliano
5
Petrella, Ivan
5
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Documentos de trabajo / Banco Central de Chile
Economics letters
International economic review
Temi di discussione / Banca d'Italia
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Working papers in economics
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36
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Discussion papers / Department of Economics, University of California San Diego
2
Econometrics papers
2
Economic time series with random walk and other nonstationary components
2
Journal of forecasting
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
New Zealand economic papers
2
Quantitative economics : QE ; journal of the Econometric Society
2
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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
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:
4
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:
5
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:
6
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
7
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/10013542193
Saved in:
8
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/10013542210
Saved in:
9
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
10
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
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