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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Abeysinghe, Tilak"
~person:"Gil-Alaña, Luis A."
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Sibbertsen, Philipp"
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Search: subject_exact:"Time series analysis"
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Abeysinghe, Tilak
Gil-Alaña, Luis A.
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Sibbertsen, Philipp
Zaffaroni, Paolo
Franses, Philip Hans
13
Hassler, Uwe
10
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10
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8
Hecq, Alain W. J.
8
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6
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5
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5
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5
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5
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4
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4
Kapetanios, George
4
Kurozumi, Eiji
4
Lütkepohl, Helmut
4
Perron, Pierre
4
Urbain, Jean-Pierre
4
Aoki, Masanao
3
Banerjee, Anindya
3
Caraiani, Petre
3
Carrion i Silvestre, Josep Lluís
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3
Lanne, Markku
3
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3
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Discussion paper series / LSE Financial Markets Group
Economics letters
Oxford bulletin of economics and statistics
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
42
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23
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17
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14
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9
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7
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of finance & economics : IJFE
4
Janeway Institute working paper series
4
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Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
An Elgar reference collection
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Cowles Foundation discussion paper
3
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3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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ECONIS (ZBW)
19
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1
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:
2
Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon
;
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
Saved in:
3
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
4
A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
5
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
Saved in:
6
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
- In:
Economics letters
114
(
2012
)
3
,
pp. 268-272
Persistent link: https://www.econbiz.de/10009550790
Saved in:
7
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik
;
Kruse, Robinson
;
Sibbertsen, Philipp
- In:
Economics letters
117
(
2012
)
1
,
pp. 268-271
Persistent link: https://www.econbiz.de/10009697775
Saved in:
8
Nonlinearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
4
,
pp. 521-544
Persistent link: https://www.econbiz.de/10003506541
Saved in:
9
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
10
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
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