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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:"Linton, Oliver"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Autoregression"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Time series analysis"
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51
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28
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Dalla, Violetta
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19
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ECONIS (ZBW)
51
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1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
3
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
5
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
6
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
7
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
8
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
9
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
10
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
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