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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:"Linton, Oliver"
~person:"Park, Joon Y."
~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
137
Theorie
70
Theory
70
Estimation theory
54
Schätztheorie
54
Einheitswurzeltest
33
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Andrews, Donald W. K.
Linton, Oliver
Park, Joon Y.
Phillips, Peter C. B.
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
Li, Jia
8
Magdalinos, Tassos
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Sun, Yixiao
8
Swanson, Norman R.
8
Todorov, Viktor
8
Francq, Christian
7
Harvey, David I.
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Hong, Yongmiao
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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
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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
27
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
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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
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Discussion papers in economics
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Discussion papers of interdisciplinary research project 373
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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
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ECONIS (ZBW)
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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
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
10
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
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