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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~person:"Andrle, Michal"
~person:"Linton, Oliver"
~person:"Lütkepohl, Helmut"
~person:"Robinson, Peter M."
~person:"Sibbertsen, Philipp"
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Statistical method"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Heteroskedastizität
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Statistical method
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locally stationary process
Zeitreihenanalyse
15
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9
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4
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4
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Andrle, Michal
Linton, Oliver
Lütkepohl, Helmut
Robinson, Peter M.
Sibbertsen, Philipp
Zaffaroni, Paolo
Franses, Philip Hans
9
Hassler, Uwe
8
Hecq, Alain W. J.
6
Lee, Junsoo
5
Leybourne, Stephen James
5
Peel, David
5
Schmidt, Peter
5
Caraiani, Petre
3
Chen, Zhanshou
3
Choi, In
3
Gonzalo, Jesús
3
Harvey, David I.
3
Kruse, Robinson
3
Kurozumi, Eiji
3
Lee, Hahn-shik
3
Lee, Oesook
3
Newbold, Paul
3
Quah, Danny
3
Ruiz, Esther
3
Shin, Dong-wan
3
Shin, Yongcheol
3
Su, Jen-je
3
Wang, Shaoping
3
Weber, Enzo
3
Wright, Jonathan H.
3
Yang, Minxian
3
Österholm, Pär
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Ōgaki, Masao
3
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2
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2
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2
Bewley, Ronald A.
2
Boswijk, Herman Peter
2
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2
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2
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Discussion paper series / LSE Financial Markets Group
Economics letters
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
42
Journal of econometrics
33
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Econometric theory
18
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17
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
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11
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10
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9
Discussion papers of interdisciplinary research project 373
9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
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8
EUI working paper / ECO
8
Working paper / Department of Econometrics and Business Statistics, Monash University
7
SFB 649 discussion paper
6
CESifo working papers
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
4
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4
DIW Berlin Discussion Paper
4
International journal of forecasting
4
Janeway Institute working paper series
4
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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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic dynamics & control
3
LSE STICERD Research Paper
3
The review of economic studies
3
Themes in modern econometrics
3
CREATES Research Paper
2
CREATES research paper
2
Cambridge-INET working papers
2
CoFE discussion papers
2
ECARES working paper
2
Econometrics : open access journal
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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IMF Working Paper
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ECONIS (ZBW)
15
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1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
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
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:
4
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
5
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:
6
Econometrics with system priors
Andrle, Michal
;
Plašil, Miroslav
- In:
Economics letters
172
(
2018
),
pp. 134-137
Persistent link: https://www.econbiz.de/10012021958
Saved in:
7
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:
8
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:
9
Structural correlation decompositions for business cycle analysis
Andrle, Michal
- In:
Economics letters
115
(
2012
)
3
,
pp. 390-391
Persistent link: https://www.econbiz.de/10009632375
Saved in:
10
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:
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