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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:"Hassler, Uwe"
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~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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Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
21
Theory
14
Estimation theory
12
Schätztheorie
12
United States
3
1970-1998
2
Long memory
2
Scientific method
2
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21
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Abeysinghe, Tilak
Hassler, Uwe
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Zaffaroni, Paolo
Franses, Philip Hans
13
Leybourne, Stephen James
10
Harvey, David I.
8
Hecq, Alain W. J.
8
Lee, Junsoo
6
Koopman, Siem Jan
5
Peel, David
5
Schmidt, Peter
5
Sibbertsen, Philipp
5
Taylor, Robert
5
Cubadda, Gianluca
4
Granger, C. W. J.
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
3
Chen, Show-lin
3
Chen, Zhanshou
3
Choi, In
3
Gil-Alaña, Luis A.
3
Gonzalo, Jesús
3
Haldrup, Niels
3
Haug, Alfred Albert
3
Hindrayanto, Irma
3
Hylleberg, Svend
3
Kruse, Robinson
3
Kuan, Chung-ming
3
Lanne, Markku
3
Lee, Hahn-shik
3
Lee, Oesook
3
Nunes, Luis C.
3
Palm, Franz C.
3
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Discussion paper series / LSE Financial Markets Group
Economics letters
Oxford bulletin of economics and statistics
Journal of econometrics
32
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
16
Econometric theory
15
Econometrics papers
11
Cambridge working papers in economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
8
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Applied economics
4
Janeway Institute working paper series
4
An Elgar reference collection
3
Cowles Foundation discussion paper
3
Darmstadt discussion papers in economics : Arbeitspapiere der Volkswirtschaftlichen Fachgebiete der TU Darmstadt
3
Darmstadt discussion papers in economics : applied research in economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
LSE STICERD Research Paper
3
The review of economic studies
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Cambridge-INET working papers
2
Diskussionsarbeit / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
2
ECARES working paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
2
Progress in economics research
2
Review of quantitative finance and accounting
2
The econometrics journal
2
The international library of critical writings in econometrics
2
A companion to economic forecasting
1
Advanced texts in econometrics
1
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ECONIS (ZBW)
21
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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
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:
3
Ergodic for the mean
Hassler, Uwe
- In:
Economics letters
151
(
2017
),
pp. 75-78
Persistent link: https://www.econbiz.de/10011742137
Saved in:
4
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:
5
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:
6
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
Saved in:
7
On critical values of tests against a change in persistence
Hassler, Uwe
;
Scheithauer, Jan
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 705-710
Persistent link: https://www.econbiz.de/10003759122
Saved in:
8
Multicointegration under measurement errors
Hassler, Uwe
- In:
Economics letters
96
(
2007
)
1
,
pp. 38-44
Persistent link: https://www.econbiz.de/10003485780
Saved in:
9
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
Saved in:
10
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
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