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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."
~subject:"Forecasting model"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Forecasting model
Heteroskedastizität
Time series analysis
Zeitreihenanalyse
62
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38
Theory
38
Estimation theory
18
Schätztheorie
18
Einheitswurzeltest
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Andrews, Donald W. K.
Giraitis, Liudas
Linton, Oliver
Phillips, Peter C. B.
Chen, Xiaohong
9
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6
Yu, Jun
6
Magdalinos, Tassos
5
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4
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1
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Cowles Foundation discussion paper
Handbook of financial time series
International economic review
Journal of econometrics
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
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4
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2
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ECONIS (ZBW)
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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
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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
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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
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6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
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7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
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8
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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9
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
10
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
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