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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:"Phillips, Peter C. B."
~subject:"Asymptotic efficiency"
~subject:"Forecasting model"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~type:"article"
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Asymptotic efficiency
Forecasting model
Heteroskedastizität
Time series analysis
Zeitreihenanalyse
39
Estimation theory
20
Schätztheorie
20
Theorie
18
Theory
18
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Andrews, Donald W. K.
Linton, Oliver
Phillips, Peter C. B.
Taylor, Robert
18
Chen, Xiaohong
10
Koop, Gary
10
Leybourne, Stephen James
10
Hallin, Marc
9
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9
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6
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5
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Cowles Foundation discussion paper
Handbook of financial time series
International economic review
Journal of econometrics
Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
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7
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4
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1
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:
2
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
Saved in:
3
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
4
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
5
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
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6
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
7
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
8
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
9
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
10
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
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