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~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Perron, Pierre"
~person:"Phillips, Peter C. B."
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Theorie
456
Theory
456
Time series analysis
172
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170
Schätztheorie
170
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111
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111
Estimation
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Frey, Bruno S.
Lien, Da-hsiang Donald
McAleer, Michael
Perron, Pierre
Phillips, Peter C. B.
Gil-Alaña, Luis A.
173
Gupta, Rangan
79
Franses, Philip Hans
75
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Teräsvirta, Timo
43
Harvey, Andrew C.
42
Koopman, Siem Jan
42
Chang, Tsangyao
41
Koop, Gary
36
Lütkepohl, Helmut
34
Harvey, David I.
33
Mills, Terence C.
31
Hendry, David F.
30
Newbold, Paul
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Hassler, Uwe
28
Granger, C. W. J.
26
Hecq, Alain W. J.
26
Hong, Yongmiao
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Bahmani-Oskooee, Mohsen
25
Ghysels, Eric
25
Hyndman, Rob J.
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Kapetanios, George
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Linton, Oliver
25
Robinson, Peter M.
25
Herwartz, Helmut
24
Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Swanson, Norman R.
24
Gao, Jiti
23
Johansen, Søren
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Lucas, André
23
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Journal of econometrics
36
Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Econometric reviews
13
The econometrics journal
8
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Special issue on new developments in time series econometrics
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Economic time series with random walk and other nonstationary components
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economic review
2
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International journal of forecasting
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International review of economics & finance : IREF
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The American journal of economics and sociology
2
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1
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1
Economia : revista da ANPEC
1
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1
International journal of hospitality management
1
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1
Journal of monetary economics
1
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1
Journal of time series econometrics
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NBER macroeconomics annual
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New Zealand economic papers
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Practical issues in cointegration analysis
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ECONIS (ZBW)
172
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172
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1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen
;
Perron, Pierre
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
Saved in:
3
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:
4
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
5
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
6
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
7
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
8
The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
Saved in:
9
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
10
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
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