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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometrics papers"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"The American journal of economics and sociology"
~language:"eng"
~person:"Chen, Xiaohong"
~person:"Dalla, Violetta"
~person:"Gao, Jiti"
~person:"Linton, Oliver"
~person:"Magdalinos, Tassos"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Nonlinear regression"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Capital income
Heteroskedastizität
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USA
Zeitreihenanalyse
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Chen, Xiaohong
Dalla, Violetta
Gao, Jiti
Linton, Oliver
Magdalinos, Tassos
Pesaran, M. Hashem
Phillips, Peter C. B.
Harvey, Andrew C.
23
Robinson, Peter M.
20
Taylor, Robert
18
Xiao, Zhijie
15
Yu, Jun
13
Hidalgo, Javier
11
Koop, Gary
10
Leybourne, Stephen James
10
Lieberman, Offer
10
Hallin, Marc
9
Park, Joon Y.
9
Andersen, Torben
8
Li, Jia
8
Sun, Yixiao
8
Swanson, Norman R.
8
Todorov, Viktor
8
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Perron, Pierre
7
Pick, Andreas
7
Teräsvirta, Timo
7
Timmermann, Allan
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Velasco, Carlos
7
Wang, Qiying
7
Bollerslev, Tim
6
Chen, Rong
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Francq, Christian
6
Giraitis, Liudas
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Horváth, Lajos
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International economic review
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Working paper / Department of Econometrics and Business Statistics, Monash University
55
Cowles Foundation Discussion Paper
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Essays in honor of Joon Y. Park : econometric theory
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ECONIS (ZBW)
182
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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
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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