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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"
~source:"econis"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Non-commercial literature"
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Heteroskedastizität
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Phillips, Peter C. B.
61
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9
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8
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6
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6
Yu, Jun
6
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5
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4
Pick, Andreas
4
Timmermann, Allan
4
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4
Xiao, Zhijie
4
Delle Monache, Davide
3
Gao, Jiti
3
Li, Degui
3
Liao, Zhipeng
3
Petrella, Ivan
3
Sun, Yixiao
3
Bailey, Natalia
2
Chen, Jia
2
Dalla, Violetta
2
Ding, Yashuang
2
Giraitis, Liudas
2
Golinelli, Roberto
2
Han, Chirok
2
Higson, C.
2
Jin, Sainan
2
Kapetanios, George
2
Kheifets, Igor
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Marcellino, Massimiliano
2
Monteforte, Libero
2
Moretti, Gianluca
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Onatski, Alexei
2
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Cambridge working papers in economics
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Economics letters
International economic review
Temi di discussione / Banca d'Italia
The American journal of economics and sociology
Discussion paper / Tinbergen Institute
292
Working paper / Department of Econometrics and Business Statistics, Monash University
187
CREATES research paper
164
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158
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
141
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130
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103
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75
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70
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64
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62
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60
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58
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49
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42
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39
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Finance and economics discussion series
35
Department of Economics discussion paper series / University of Oxford
33
Bank of Finland research discussion papers
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SSE EFI working paper series in economics and finance
30
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29
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29
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29
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29
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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
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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
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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
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
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