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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~person:"Andrews, Donald W. K."
~person:"Liao, Zhipeng"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Time series analysis
Zeitreihenanalyse
90
Theorie
49
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49
Estimation theory
33
Schätztheorie
33
Einheitswurzeltest
19
Unit root test
19
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Andrews, Donald W. K.
Liao, Zhipeng
Linton, Oliver
Phillips, Peter C. B.
Chen, Xiaohong
9
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6
Yu, Jun
6
Magdalinos, Tassos
5
Ploberger, Werner
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2
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2
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2
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2
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2
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Cowles Foundation discussion paper
International economic review
Journal of econometrics
42
Cowles Foundation Discussion Paper
33
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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9
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8
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Celebrating Irving Fisher : the legacy of a great economist
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Economic Research Initiatives at Duke (ERID) Working Paper
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Economic time series with random walk and other nonstationary components
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of Joon Y. Park : econometric theory
1
Handbook of financial time series
1
Journal of applied econometrics
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Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
(
contributor
);
Han, Chirok
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468431
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42
Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
Saved in:
43
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461413
Saved in:
44
Log periodogram regression : the nonstationary case
Kim, Chang Sik
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461423
Saved in:
45
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461553
Saved in:
46
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
-
2005
Persistent link: https://www.econbiz.de/10003468425
Saved in:
47
Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.
;
Magdalinos, Tassos
-
2005
Persistent link: https://www.econbiz.de/10002969709
Saved in:
48
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
49
HAC estimation by automative regression
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148138
Saved in:
50
Challenges of trending time series econometrics
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148139
Saved in:
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