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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Econometric theory"
~isPartOf:"Handbook of financial time series"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~person:"Andrews, Donald W. K."
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Forecasting model"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
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Search: subject_exact:"Time series analysis"
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Forecasting model
Heteroskedastizität
Time series analysis
Zeitreihenanalyse
153
Theorie
83
Theory
83
Estimation theory
61
Schätztheorie
61
Einheitswurzeltest
36
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Andrews, Donald W. K.
Linton, Oliver
Phillips, Peter C. B.
Taylor, Robert
30
Chen, Xiaohong
21
Xiao, Zhijie
17
Gao, Jiti
16
Leybourne, Stephen James
16
Robinson, Peter M.
16
Yu, Jun
14
Hong, Yongmiao
13
Lieberman, Offer
13
Park, Joon Y.
13
Cavaliere, Giuseppe
11
Chambers, Marcus J.
11
Johansen, Søren
11
Perron, Pierre
11
Saikkonen, Pentti
11
Sun, Yixiao
11
Wang, Qiying
11
Abadir, Karim Maher
10
Andersen, Torben
10
Francq, Christian
10
Hallin, Marc
10
Koop, Gary
10
Lütkepohl, Helmut
10
Magdalinos, Tassos
10
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10
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10
Zakoïan, Jean-Michel
10
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9
Horváth, Lajos
9
Li, Jia
9
Li, Qi
9
Politis, Dimitris N.
9
Swanson, Norman R.
9
Breitung, Jörg
8
Giraitis, Liudas
8
Hidalgo, Javier
8
Jong, Robert M. de
8
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8
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Cowles Foundation discussion paper
Discussion papers in economics
Econometric theory
Handbook of financial time series
International economic review
Journal of econometrics
Cowles Foundation Discussion Paper
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Cambridge working papers in economics
9
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8
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4
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Celebrating Irving Fisher : the legacy of a great economist
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CEA_372Cass working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Econometrics papers
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of financial econometrics
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ECONIS (ZBW)
153
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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