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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Handbook of financial time series"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~person:"Andrews, Donald W. K."
~person:"Giraitis, Liudas"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~person:"Todorov, Viktor"
~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
139
Theorie
70
Theory
70
Estimation theory
60
Schätztheorie
60
Einheitswurzeltest
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Andrews, Donald W. K.
Giraitis, Liudas
Linton, Oliver
Phillips, Peter C. B.
Todorov, Viktor
Chen, Xiaohong
19
Taylor, Robert
18
Xiao, Zhijie
14
Yu, Jun
13
Koop, Gary
10
Leybourne, Stephen James
10
Lieberman, Offer
10
Robinson, Peter M.
10
Andersen, Torben
9
Gao, Jiti
9
Hallin, Marc
9
Park, Joon Y.
9
Li, Jia
8
Magdalinos, Tassos
8
Sun, Yixiao
8
Swanson, Norman R.
8
Francq, Christian
7
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Patton, Andrew J.
7
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7
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7
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7
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7
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6
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6
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6
Li, Qi
6
Liao, Zhipeng
6
Marcellino, Massimiliano
6
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6
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6
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6
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Cowles Foundation discussion paper
Handbook of financial time series
International economic review
Journal of econometrics
Cowles Foundation Discussion Paper
32
Econometric theory
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Cambridge working papers in economics
9
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8
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Economic Research Initiatives at Duke (ERID) Working Paper
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The econometrics journal
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Celebrating Irving Fisher : the legacy of a great economist
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
139
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1
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:
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
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:
4
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:
5
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:
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
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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