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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometrics papers"
~isPartOf:"International economic review"
~isPartOf:"The review of economic studies"
~person:"Andrews, Donald W. K."
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~subject:"Heteroskedastizität"
~subject:"Schätzung"
~subject:"Time series analysis"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Schätzung
Time series analysis
Zeitreihenanalyse
12
Estimation theory
8
Schätztheorie
8
Statistical test
3
Statistischer Test
3
Theorie
3
Theory
3
Autocorrelation
2
Autokorrelation
2
Core
2
Heteroscedasticity
2
Business cycle
1
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1
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1
Efficient market hypothesis
1
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1
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1
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Lohn
1
Macroeconomics
1
Makroökonomik
1
Martingal
1
Martingale
1
Mean stability
1
Nichtlineare Regression
1
Nichtparametrisches Verfahren
1
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1
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1
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1
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1
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7
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7
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7
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7
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English
12
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Andrews, Donald W. K.
Dalla, Violetta
Linton, Oliver
Phillips, Peter C. B.
83
Robinson, Peter M.
13
Chen, Xiaohong
9
Hidalgo, Javier
7
Lieberman, Offer
6
Yu, Jun
6
Magdalinos, Tassos
5
Ploberger, Werner
4
Sun, Yixiao
4
Wang, Qiying
4
Xiao, Zhijie
4
Giraitis, Liudas
3
Jin, Sainan
3
Liao, Zhipeng
3
Fan, Zhenhong
2
Gao, Jiti
2
Han, Chirok
2
Hong, Yongmiao
2
Kheifets, Igor
2
Li, Qi
2
Lobato, Ignacio N.
2
Marshall, Robert C.
2
Moon, Hyungsik R.
2
Müller, Ulrich K.
2
Otsu, Taisuke
2
Peel, David
2
Perron, Pierre
2
Quintos, Carmela E.
2
Rossana, Robert J.
2
Sabzikar, Farzad
2
Schmidt, Peter
2
Sentana, Enrique
2
Seo, Myung Hwan
2
Shi, Zhentao
2
Sims, Christopher A.
2
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2
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2
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Cowles Foundation discussion paper
Econometrics papers
International economic review
The review of economic studies
Journal of econometrics
14
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Econometric theory
5
Janeway Institute working paper series
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Cambridge-INET working papers
2
Cowles Foundation Discussion Paper
2
Discussion paper series / LSE Financial Markets Group
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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1
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1
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1
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1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
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Handbook of financial time series
1
Journal of applied economics
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ECONIS (ZBW)
12
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1
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
2
Testing for breaks in regression models with dependent data
Hidalgo, Javier
;
Dalla, Violetta
-
2015
Persistent link: https://www.econbiz.de/10011280122
Saved in:
3
Testing mean stability of heteroskedastic time series
Dalla, Violetta
;
Giratis, Liudas
;
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312317
Saved in:
4
Semiparametric estimation of locally stationary diffusion models
Koo, Bonsoo
;
Linton, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008649301
Saved in:
5
Consistent estimation of the memory parameter for nonlinear time series
Dalla, Violetta
(
contributor
);
Giraitis, Liudas
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003281588
Saved in:
6
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
7
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:
8
The limiting behavior of kernel estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-Jae
;
Linton, Oliver
-
1996
Persistent link: https://www.econbiz.de/10000621990
Saved in:
9
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.
;
McDermott, C. John
-
1993
Persistent link: https://www.econbiz.de/10000883176
Saved in:
10
Approximately median-unbiased estimation of autoregressive models with applications to US macroeconomic and financial time series
Andrews, Donald W. K.
;
Chen, Hong-yuan
-
1992
Persistent link: https://www.econbiz.de/10000843671
Saved in:
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