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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper"
~person:"Dalla, Violetta"
~person:"Kapetanios, George"
~person:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Autoregression"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Dalla, Violetta
Kapetanios, George
Linton, Oliver
Pesaran, M. Hashem
Phillips, Peter C. B.
McAleer, Michael
25
Harvey, Andrew C.
20
Yu, Jun
20
Chen, Xiaohong
19
Taylor, Robert
19
Franses, Philip Hans
18
Leybourne, Stephen James
15
Xiao, Zhijie
15
Koop, Gary
13
Giraitis, Liudas
11
Gao, Jiti
10
Harvey, David I.
10
Hassler, Uwe
10
Lieberman, Offer
10
Park, Joon Y.
10
Robinson, Peter M.
10
Baillie, Richard
9
Escribano, Álvaro
9
Gonzalo, Jesús
9
Hallin, Marc
9
Hecq, Alain W. J.
9
Li, Jia
9
Marcellino, Massimiliano
9
Schmidt, Peter
9
Swanson, Norman R.
9
Blazsek, Szabolcs
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Koopman, Siem Jan
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Lütkepohl, Helmut
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Magdalinos, Tassos
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Sibbertsen, Philipp
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Teräsvirta, Timo
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ECONIS (ZBW)
150
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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/10013542193
Saved in:
2
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:
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
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:
7
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:
8
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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