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~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Zeitreihenanalyse
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706
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706
Estimation theory
286
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286
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286
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286
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283
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Frey, Bruno S.
Lien, Da-hsiang Donald
McAleer, Michael
Phillips, Peter C. B.
Gil-Alaña, Luis A.
328
Caporale, Guglielmo Maria
202
Franses, Philip Hans
175
Koopman, Siem Jan
156
Teräsvirta, Timo
104
Gupta, Rangan
101
Lütkepohl, Helmut
92
Gao, Jiti
89
Hyndman, Rob J.
85
Taylor, Robert
85
Sibbertsen, Philipp
83
Lucas, André
80
Pesaran, M. Hashem
79
Koop, Gary
78
Marcellino, Massimiliano
74
Johansen, Søren
73
Dijk, Herman K. van
72
Kapetanios, George
70
Harvey, Andrew C.
69
Härdle, Wolfgang
63
Kunst, Robert M.
63
Dijk, Dick van
62
Leybourne, Stephen James
59
Nielsen, Morten Ørregaard
57
Perron, Pierre
56
Maravall Herrero, Agustín
55
Swanson, Norman R.
55
Hallin, Marc
52
Robinson, Peter M.
52
Hassler, Uwe
51
Linton, Oliver
51
Hendry, David F.
50
Tiwari, Aviral Kumar
48
Moosa, Imad A.
47
Saikkonen, Pentti
47
Proietti, Tommaso
45
Hecq, Alain W. J.
44
Lanne, Markku
44
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ECONIS (ZBW)
286
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286
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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
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:
3
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:
4
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:
5
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
6
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
7
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:
8
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
9
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
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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