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~isPartOf:"Cowles Foundation discussion paper"
~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Moon, Hyungsik R."
~person:"Palumbo, Dario"
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~person:"Robinson, Peter M."
~subject:"Heteroscedasticity"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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Heteroscedasticity
Heteroskedastizität
Kointegration
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
83
Theorie
46
Theory
46
Estimation theory
29
Schätztheorie
29
Einheitswurzeltest
19
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19
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Nonparametric statistics
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Statistical distribution
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Business cycle
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Induktive Statistik
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83
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Dalla, Violetta
Linton, Oliver
Moon, Hyungsik R.
Palumbo, Dario
Pesaran, M. Hashem
Phillips, Peter C. B.
Robinson, Peter M.
Chen, Xiaohong
9
Lieberman, Offer
6
Yu, Jun
6
Andrews, Donald W. K.
5
Magdalinos, Tassos
5
Ploberger, Werner
4
Wang, Qiying
4
Xiao, Zhijie
4
Liao, Zhipeng
3
Sun, Yixiao
3
Gao, Jiti
2
Giraitis, Liudas
2
Han, Chirok
2
Jin, Sainan
2
Kheifets, Igor
2
Sabzikar, Farzad
2
Shi, Zhentao
2
Solo, Victor
2
Su, Liangjun
2
Sul, Donggyu
2
Yi, Yanping
2
Zivot, Eric
2
Biswas, Eva
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Carroll, Raymond J.
1
Chen, Hong-yuan
1
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1
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1
Fan, Zhenhong
1
Fisher, Adlai
1
Gao, Wayne Yuan
1
Giratis, Liudas
1
Hall, George
1
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Hong, Seung Hyun
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Cowles Foundation discussion paper
Journal of econometrics
54
Cowles Foundation Discussion Paper
31
Econometric theory
30
Cambridge working papers in economics
23
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
CESifo working papers
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Econometrics papers
13
DAE working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
10
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9
Econometric reviews
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Suntory and Toyota International Centres for Economics and Related Disciplines
9
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The review of economic studies
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Economics letters
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The econometrics journal
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Journal of empirical finance
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Celebrating Irving Fisher : the legacy of a great economist
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Quantitative economics : QE ; journal of the Econometric Society
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The American journal of economics and sociology
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Advanced texts in econometrics
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
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
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
10
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
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