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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Handbook of financial time series"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~person:"Andrews, Donald W. K."
~person:"Francq, Christian"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~person:"Pick, Andreas"
~subject:"Heteroskedastizität"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
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Time series analysis
Zeitreihenanalyse
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Estimation theory
64
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Andrews, Donald W. K.
Francq, Christian
Linton, Oliver
Phillips, Peter C. B.
Pick, Andreas
Harvey, Andrew C.
24
Chen, Xiaohong
19
Pesaran, M. Hashem
18
Taylor, Robert
18
Xiao, Zhijie
15
Robinson, Peter M.
13
Yu, Jun
13
Gao, Jiti
11
Koop, Gary
10
Leybourne, Stephen James
10
Lieberman, Offer
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Andersen, Torben
9
Hallin, Marc
9
Park, Joon Y.
9
Hong, Yongmiao
8
Li, Jia
8
Magdalinos, Tassos
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Chen, Rong
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6
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6
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Cambridge working papers in economics
Cowles Foundation discussion paper
Handbook of financial time series
International economic review
Journal of econometrics
The review of economic studies
Cowles Foundation Discussion Paper
32
Econometric theory
27
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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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
Saved in:
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
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:
9
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
Saved in:
10
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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