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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Abeysinghe, Tilak"
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
~type:"book"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
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Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
29
Theory
19
Estimation theory
8
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Abeysinghe, Tilak
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Zaffaroni, Paolo
Phillips, Peter C. B.
80
Chen, Xiaohong
10
Giraitis, Liudas
7
Hidalgo, Javier
6
Lieberman, Offer
6
Yu, Jun
6
Andrews, Donald W. K.
5
Harvey, Andrew C.
5
Magdalinos, Tassos
5
Xiao, Zhijie
5
Koopman, Siem Jan
4
Ploberger, Werner
4
Wang, Qiying
4
Davidson, James E. H.
3
Liao, Zhipeng
3
Marinucci, Domenico
3
Shephard, Neil G.
3
Sun, Yixiao
3
Arteche, Josu
2
Banerjee, Anindya
2
Carroll, Raymond J.
2
Dalla, Violetta
2
Gao, Jiti
2
Goodhart, Charles A. E.
2
Han, Chirok
2
Jeffrey, Andrew
2
Jin, Sainan
2
Kheifets, Igor
2
MacCrorie, J. Roderick
2
Mammen, Enno
2
Moon, Hyungsik R.
2
Nguyen, Thong
2
Patton, Andrew J.
2
Quah, Danny
2
Sabzikar, Farzad
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2
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Discussion paper series / LSE Financial Markets Group
Econometric theory
Economics letters
Oxford bulletin of economics and statistics
Econometrics papers
11
Cambridge working papers in economics
10
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9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
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7
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4
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3
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Journal of econometrics
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ECONIS (ZBW)
29
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1
Nonparametric inference for unbalanced time series data
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002034286
Saved in:
2
Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10002034300
Saved in:
3
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
-
2004
Persistent link: https://www.econbiz.de/10002093996
Saved in:
4
The distance between rival nonstationary fractional processes
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10001969641
Saved in:
5
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
6
Efficiency improvements in inference on stationary and nonstationary fractional time series
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10002458629
Saved in:
7
Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.
;
Hualde, Javier
-
2003
Persistent link: https://www.econbiz.de/10001740392
Saved in:
8
LARCH, leverage and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001818318
Saved in:
9
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2003
Persistent link: https://www.econbiz.de/10001847102
Saved in:
10
More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie
;
Linton, Oliver
;
Carroll, Raymond J.
; …
-
2002
Persistent link: https://www.econbiz.de/10001686083
Saved in:
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