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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Economics letters"
~isPartOf:"International economic review"
~isPartOf:"Temi di discussione / Banca d'Italia"
~isPartOf:"The American journal of economics and sociology"
~person:"Dalla, Violetta"
~person:"Harvey, Andrew C."
~person:"Jin, Sainan"
~person:"Oxley, Les"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Venditti, Fabrizio"
~person:"Yu, Jun"
~source:"econis"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Structural break"
~subject:"USA"
~subject:"Unit root test"
~type_genre:"Non-commercial literature"
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Dalla, Violetta
Harvey, Andrew C.
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1
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:
2
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
4
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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5
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
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2021
Persistent link: https://www.econbiz.de/10013254171
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6
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
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2020
Persistent link: https://www.econbiz.de/10012299985
Saved in:
7
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
8
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
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2019
Persistent link: https://www.econbiz.de/10012132071
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9
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
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10
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
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