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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~language:"eng"
~person:"Audretsch, David B."
~person:"Gil-Alaña, Luis A."
~person:"Phillips, Peter C. B."
~person:"Stiglitz, Joseph E."
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Zeitreihenanalyse
Theorie
109
Theory
109
Estimation theory
79
Schätztheorie
79
Time series analysis
72
Einheitswurzeltest
46
Unit root test
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Regression analysis
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Cointegration
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Estimation
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Schätzung
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Statistical test
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Panel
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Nichtparametrisches Verfahren
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Nichtlineare Regression
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Graue Literatur
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Working Paper
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Audretsch, David B.
Gil-Alaña, Luis A.
Phillips, Peter C. B.
Stiglitz, Joseph E.
Härdle, Wolfgang
10
Chen, Xiaohong
9
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Lieberman, Offer
6
Yu, Jun
6
Breitung, Jörg
5
Magdalinos, Tassos
5
Lanne, Markku
4
Spokojnyj, Vladimir G.
4
Tschernig, Rolf
4
Wang, Qiying
4
Xiao, Zhijie
4
Candelon, Bertrand
3
Kleinow, Torsten
3
Liao, Zhipeng
3
Linton, Oliver
3
Sun, Yixiao
3
Yang, Lijian
3
Caporale, Guglielmo Maria
2
Chen, Song Xi
2
Dalla, Violetta
2
Gao, Jiti
2
Giraitis, Liudas
2
Han, Chirok
2
Herwartz, Helmut
2
Jin, Sainan
2
Kheifets, Igor
2
Nakano, Junji
2
Sabzikar, Farzad
2
Salau, M. O.
2
Shi, Zhentao
2
Su, Liangjun
2
Sul, Donggyu
2
Tjostheim, Dag
2
Yamamoto, Yoshikazu
2
Yi, Yanping
2
Andrews, Donald W. K.
1
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Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
CESifo working papers
50
Economics and finance working paper series
40
Journal of econometrics
26
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Econometric theory
19
Applied economics
17
Discussion papers of interdisciplinary research project 373
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Econometric reviews
7
Tourism economics : the business and finance of tourism and recreation
6
Finance research letters
5
Applied financial economics
4
EUI working paper / ECO
4
Energy economics
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper
4
Empirica : journal of european economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of economics and finance
3
Oxford bulletin of economics and statistics
3
Research memorandum / METEOR
3
The econometrics journal
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
CBN journal of applied statistics
2
Discussion paper / Centre for Economic Forecasting
2
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ECONIS (ZBW)
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1
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:
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
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:
4
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:
5
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:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
8
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
9
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
10
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
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