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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~language:"eng"
~person:"Dalla, Violetta"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~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
Kointegration
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Time series analysis
USA
Zeitreihenanalyse
95
Theorie
51
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Dalla, Violetta
Pesaran, M. Hashem
Phillips, Peter C. B.
Harvey, Andrew C.
19
Linton, Oliver
12
Chen, Xiaohong
9
Lieberman, Offer
6
Yu, Jun
6
Magdalinos, Tassos
5
Xiao, Zhijie
5
Andrews, Donald W. K.
4
Gao, Jiti
4
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Sun, Yixiao
4
Timmermann, Allan
4
Wang, Qiying
4
Busetti, Fabio
3
Jin, Sainan
3
Li, Degui
3
Liao, Zhipeng
3
Thiele, Stephen
3
Wang, Chen
3
Bailey, Natalia
2
Chen, Jia
2
Corrado, Luisa
2
Ding, Yashuang
2
Giraitis, Liudas
2
Han, Chirok
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Higson, C.
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Kheifets, Igor
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Li, Qi
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Moon, Hyungsik R.
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Palumbo, Dario
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2
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Cambridge working papers in economics
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Cowles Foundation discussion paper
International economic review
The American journal of economics and sociology
Journal of econometrics
32
Cowles Foundation Discussion Paper
31
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Celebrating Irving Fisher : the legacy of a great economist
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Economic time series with random walk and other nonstationary components
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ECONIS (ZBW)
95
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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
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
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
7
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
8
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
9
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
10
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
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