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~isPartOf:"Econometric reviews"
~isPartOf:"International economic review"
~person:"Bodkin, Ronald G."
~person:"Linton, Oliver"
~person:"Maasoumi, Esfandiar"
~person:"Phillips, Peter C. B."
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Search: subject_exact:"Time series analysis"
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Bodkin, Ronald G.
Linton, Oliver
Maasoumi, Esfandiar
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1
Peter Schmidt : econometrician and consummate professional
Maasoumi, Esfandiar
;
Sickles, Robin C.
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 1-5
Persistent link: https://www.econbiz.de/10011794533
Saved in:
2
Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
Saved in:
3
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
4
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
5
An overview of dependence in cross-section, time-series, and panel data
Baltagi, Badi H.
;
Maasoumi, Esfandiar
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 543-546
Persistent link: https://www.econbiz.de/10009758635
Saved in:
6
A robust entropy-based test of asymmetry for discrete and continuous processes
Maasoumi, Esfandiar
;
Racine, Jeffrey
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 246-261
Persistent link: https://www.econbiz.de/10003800738
Saved in:
7
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
8
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
9
Refined inference on long memory in realized volatility
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 254-267
Persistent link: https://www.econbiz.de/10003761227
Saved in:
10
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
- In:
International economic review
47
(
2006
)
3
,
pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
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