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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~person:"Franses, Philip Hans"
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~subject:"locally stationary process"
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Heteroskedastizität
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Stochastic process
Theorie
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USA
Zeitreihenanalyse
locally stationary process
Theory
10
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5
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1970-1998
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Franses, Philip Hans
Linton, Oliver
Robinson, Peter M.
Zaffaroni, Paolo
Hassler, Uwe
8
Hecq, Alain W. J.
6
Lee, Junsoo
5
Leybourne, Stephen James
5
Peel, David
5
Schmidt, Peter
5
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5
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4
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3
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3
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Lee, Oesook
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Ruiz, Esther
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3
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Su, Jen-je
3
Wang, Shaoping
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Weber, Enzo
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2
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2
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2
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2
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Discussion paper series / LSE Financial Markets Group
Economics letters
Journal of econometrics
32
Report / Econometric Institute, Erasmus University Rotterdam
30
Econometric Institute research papers
28
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
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23
Discussion paper / Tinbergen Institute
16
Econometric theory
13
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11
Cambridge working papers in economics
10
International journal of forecasting
10
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9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
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8
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7
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7
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6
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5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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4
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4
Oxford bulletin of economics and statistics
4
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4
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3
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3
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3
ERIM report series research in management
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ECONIS (ZBW)
13
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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
Data revisions and periodic properties of macroeconomic data
Franses, Philip Hans
- In:
Economics letters
120
(
2013
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10010127813
Saved in:
3
On the econometrics of the geometric lag model
Franses, Philip Hans
;
Oest, Rutger van
- In:
Economics letters
95
(
2007
)
2
,
pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
Saved in:
4
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
5
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
Saved in:
6
On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans
- In:
Economics letters
59
(
1998
)
1
,
pp. 7-15
Persistent link: https://www.econbiz.de/10001239107
Saved in:
7
Impulse response functions for periodic integration
Breitung, Jörg
- In:
Economics letters
55
(
1997
)
1
,
pp. 35-40
Persistent link: https://www.econbiz.de/10001225289
Saved in:
8
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
9
Spurious deterministic seasonality
Franses, Philip Hans
- In:
Economics letters
48
(
1995
)
3
,
pp. 249-256
Persistent link: https://www.econbiz.de/10001184865
Saved in:
10
Testing for periodic integration
Boswijk, Herman Peter
- In:
Economics letters
48
(
1995
)
3
,
pp. 241-248
Persistent link: https://www.econbiz.de/10001184868
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