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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Abeysinghe, Tilak"
~person:"Breitung, Jörg"
~person:"Hassler, Uwe"
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Heteroskedastizität
Kointegration
Prognoseverfahren
Theorie
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USA
locally stationary process
Zeitreihenanalyse
39
Theory
27
Estimation theory
20
Schätztheorie
20
Stochastic process
4
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4
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Abeysinghe, Tilak
Breitung, Jörg
Hassler, Uwe
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Zaffaroni, Paolo
Phillips, Peter C. B.
21
Leybourne, Stephen James
16
Taylor, Robert
16
Franses, Philip Hans
14
Harvey, David I.
10
Lütkepohl, Helmut
10
Saikkonen, Pentti
9
Hecq, Alain W. J.
8
Perron, Pierre
8
Cavaliere, Giuseppe
7
Chambers, Marcus J.
7
Hong, Yongmiao
7
Choi, In
6
Gao, Jiti
6
Johansen, Søren
6
Lee, Junsoo
6
Vogelsang, Timothy J.
6
Harris, David
5
Jong, Robert M. de
5
Koopman, Siem Jan
5
McCabe, Brendan Peter Martin
5
Nielsen, Morten Ørregaard
5
Park, Joon Y.
5
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Chan, Ngai Hang
4
Cubadda, Gianluca
4
Granger, C. W. J.
4
Grégoir, Stéphane
4
Haldrup, Niels
4
Han, Chirok
4
Hidalgo, Javier
4
Iacone, Fabrizio
4
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4
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Discussion paper series / LSE Financial Markets Group
Econometric theory
Economics letters
Oxford bulletin of economics and statistics
Journal of econometrics
37
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
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Suntory and Toyota International Centres for Economics and Related Disciplines
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8
Discussion papers of interdisciplinary research project 373
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
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6
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
4
Applied economics
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Janeway Institute working paper series
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An Elgar reference collection
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Bundesbank Series 1 Discussion Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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LSE STICERD Research Paper
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The review of economic studies
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2
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2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
2
International journal of forecasting
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Jahrbücher für Nationalökonomie und Statistik
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
2
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
3
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
4
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
5
Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao
;
Zaffaroni, Paolo
- In:
Econometric theory
34
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011950919
Saved in:
6
Ergodic for the mean
Hassler, Uwe
- In:
Economics letters
151
(
2017
),
pp. 75-78
Persistent link: https://www.econbiz.de/10011742137
Saved in:
7
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
8
Effect of the order of fractional integration on impulse responses
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
125
(
2014
)
2
,
pp. 311-314
Persistent link: https://www.econbiz.de/10010505295
Saved in:
9
Persistence under temporal aggregation and differencing
Hassler, Uwe
- In:
Economics letters
124
(
2014
)
2
,
pp. 318-322
Persistent link: https://www.econbiz.de/10010494135
Saved in:
10
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
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