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~isPartOf:"Economic time series with random walk and other nonstationary components"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~person:"Pettenuzzo, Davide"
~person:"Phillips, Peter C. B."
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Estimation theory
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USA
Time series analysis
32
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32
Theorie
20
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12
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9
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5
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Pettenuzzo, Davide
Phillips, Peter C. B.
Taylor, Robert
15
Linton, Oliver
13
Chen, Xiaohong
10
Koop, Gary
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Leybourne, Stephen James
9
Perron, Pierre
8
Todorov, Viktor
8
Andersen, Torben
7
Li, Jia
7
Park, Joon Y.
7
Swanson, Norman R.
7
Teräsvirta, Timo
7
Yu, Jun
7
Chen, Rong
6
Francq, Christian
6
Hallin, Marc
6
Harvey, David I.
6
Hong, Yongmiao
6
Johansen, Søren
6
Koopman, Siem Jan
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Ng, Serena
6
Pesaran, M. Hashem
6
Tauchen, George Eugene
6
Velasco, Carlos
6
Zakoïan, Jean-Michel
6
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5
Breitung, Jörg
5
Davis, Richard A.
5
Fan, Jianqing
5
Fan, Yanqin
5
Kim, Donggyu
5
Li, Yingying
5
McAleer, Michael
5
Müller, Ulrich K.
5
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5
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Economic time series with random walk and other nonstationary components
Journal of econometrics
The review of economic studies
Cowles Foundation discussion paper
72
Cowles Foundation Discussion Paper
29
Econometric theory
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometric reviews
6
Working paper
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
Cowles Foundation paper
3
Discussion paper / Centre for Economic Policy Research
2
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2
Journal of empirical finance
2
The econometrics journal
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working papers / Brandeis University, Department of Economics and International Business School
2
CESifo working papers
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cambridge working papers in economics
1
Celebrating Irving Fisher : the legacy of a great economist
1
Discussion paper series / IZA
1
Discussion papers / Adam Smith Business School, University of Glasgow
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of quantitative economics
1
New Zealand economic papers
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Oxford bulletin of economics and statistics
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
The American journal of economics and sociology
1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
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ECONIS (ZBW)
31
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1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
3
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
4
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
5
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
6
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
7
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
Saved in:
8
Weak σ-convergence : theory and applications
Kong, Jianning
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10012302556
Saved in:
9
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
10
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
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