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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~subject:"Forecasting model"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Forecasting model
Heteroskedastizität
Prognoseverfahren
Stochastic process
Theorie
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USA
locally stationary process
Zeitreihenanalyse
571
Theory
340
Estimation theory
179
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76
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46
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Phillips, Peter C. B.
81
Chen, Xiaohong
10
Franses, Philip Hans
9
Hassler, Uwe
8
Yu, Jun
8
Hecq, Alain W. J.
6
Lieberman, Offer
6
Linton, Oliver
6
Schmidt, Peter
6
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5
Lee, Junsoo
5
Leybourne, Stephen James
5
Magdalinos, Tassos
5
Peel, David
5
Sibbertsen, Philipp
5
Han, Chirok
4
Lütkepohl, Helmut
4
Ploberger, Werner
4
Wang, Qiying
4
Xiao, Zhijie
4
Caraiani, Petre
3
Chen, Zhanshou
3
Choi, In
3
Gonzalo, Jesús
3
Harvey, David I.
3
Kruse, Robinson
3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
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Liao, Zhipeng
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Ruiz, Esther
3
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3
Shin, Yongcheol
3
Su, Jen-je
3
Su, Liangjun
3
Sul, Donggyu
3
Sun, Yixiao
3
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Cowles Foundation discussion paper
Discussion paper series / LSE Financial Markets Group
Economics letters
Journal of econometrics
673
International journal of forecasting
572
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
403
Journal of forecasting
331
Discussion paper / Tinbergen Institute
322
Applied economics
321
Econometric theory
316
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Econometric reviews
220
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
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204
Working paper / Department of Econometrics and Business Statistics, Monash University
195
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185
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165
CREATES research paper
164
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162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
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147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
135
Computational economics
135
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114
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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
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
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Applied financial economics
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Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
571
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
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:
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
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:
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
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
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