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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:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Zeitreihenanalyse
Theorie
416
Theory
416
Estimation theory
137
Schätztheorie
137
Time series analysis
128
Volatility
103
Volatilität
103
Estimation
91
Hedging
90
Schätzung
90
USA
68
United States
68
Welt
63
World
63
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57
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57
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56
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56
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Einheitswurzeltest
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36
Commodity derivative
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Rohstoffderivat
34
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32
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32
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124
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Aufsatzsammlung
Working Paper
163
Arbeitspapier
159
Graue Literatur
156
Non-commercial literature
156
Aufsatz in Zeitschrift
127
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9
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4
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Frey, Bruno S.
Lien, Da-hsiang Donald
McAleer, Michael
Phillips, Peter C. B.
Gil-Alaña, Luis A.
178
Gupta, Rangan
80
Franses, Philip Hans
75
Caporale, Guglielmo Maria
61
Taylor, Robert
59
Leybourne, Stephen James
53
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Perron, Pierre
46
Harvey, Andrew C.
43
Teräsvirta, Timo
43
Koopman, Siem Jan
42
Chang, Tsangyao
41
Koop, Gary
37
Lütkepohl, Helmut
36
Harvey, David I.
33
Hendry, David F.
33
Mills, Terence C.
31
Newbold, Paul
30
Granger, C. W. J.
28
Hassler, Uwe
28
Ghysels, Eric
27
Hong, Yongmiao
27
Hecq, Alain W. J.
26
Robinson, Peter M.
26
Bahmani-Oskooee, Mohsen
25
Engle, Robert F.
25
Herwartz, Helmut
25
Hyndman, Rob J.
25
Kapetanios, George
25
Linton, Oliver
25
Sibbertsen, Philipp
25
Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Swanson, Norman R.
24
Gao, Jiti
23
Johansen, Søren
23
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Journal of econometrics
30
Econometric theory
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric reviews
11
Journal of economic surveys
5
Applied economics
4
The econometrics journal
4
Econometrics : open access journal
3
The review of economic studies
3
Economics letters
2
International journal of business and economics
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
Risks : open access journal
2
The American journal of economics and sociology
2
Applied economics letters
1
Computational economics
1
Economia : revista da ANPEC
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International economic review
1
International journal of hospitality management
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
New Zealand economic papers
1
Oxford bulletin of economics and statistics
1
Practical issues in cointegration analysis
1
Special issue on new developments in time series econometrics
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tourism management : research, policies, practice
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ECONIS (ZBW)
128
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91
Higher order approximations for Wald statistics in time series regressions with integrated processes
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 157-198
Persistent link: https://www.econbiz.de/10001656608
Saved in:
92
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10001686256
Saved in:
93
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
94
A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C. B.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
Saved in:
95
How to estimate autoregressive roots near unity
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
;
Xiao, Zhijie
- In:
Econometric theory
17
(
2001
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10001556057
Saved in:
96
Nonlinear regressions with integrated time series
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10001545098
Saved in:
97
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Saved in:
98
Trending time series and macroeconomic activity : some present and future challenges
Phillips, Peter C. B.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 21-27
Persistent link: https://www.econbiz.de/10001546133
Saved in:
99
Estimation of autoregressive roots near unity using panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Econometric theory
16
(
2000
)
6
,
pp. 927-997
Persistent link: https://www.econbiz.de/10001548351
Saved in:
100
Forecasting New Zealand's real GDP
Schiff, Aaron F.
;
Phillips, Peter C. B.
- In:
New Zealand economic papers
34
(
2000
)
2
,
pp. 159-181
Persistent link: https://www.econbiz.de/10001627383
Saved in:
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