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~person:"Chen, Jia"
~person:"Dalla, Violetta"
~person:"Kheifets, Igor"
~person:"Linton, Oliver"
~person:"Moon, Hyungsik R."
~person:"Pesaran, M. Hashem"
~person:"Phillips, Peter C. B."
~subject:"Bayesian inference"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Metal market"
~subject:"Prognoseverfahren"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
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Bayesian inference
Heteroskedastizität
Kointegration
Metal market
Prognoseverfahren
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Schätzung
Time series analysis
USA
Volatility
Zeitreihenanalyse
424
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215
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215
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166
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166
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67
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67
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66
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61
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60
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55
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40
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32
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32
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31
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28
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28
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United States
27
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19
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18
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18
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16
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16
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Chen, Jia
Dalla, Violetta
Kheifets, Igor
Linton, Oliver
Moon, Hyungsik R.
Pesaran, M. Hashem
Phillips, Peter C. B.
Gil-Alaña, Luis A.
337
Caporale, Guglielmo Maria
260
Koopman, Siem Jan
215
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
126
Lütkepohl, Helmut
117
Gupta, Rangan
113
Kapetanios, George
106
Sibbertsen, Philipp
103
Koop, Gary
100
Harvey, Andrew C.
96
Hyndman, Rob J.
91
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Marcellino, Massimiliano
80
Hendry, David F.
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Kunst, Robert M.
74
Proietti, Tommaso
73
Swanson, Norman R.
73
Mills, Terence C.
72
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
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60
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1
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1
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1
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84
Journal of econometrics
45
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24
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21
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16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometric reviews
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Economics letters
4
Janeway Institute working paper series
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
CESifo Working Paper
3
Cowles Foundation paper
3
DNB working paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Econometrics papers
3
Journal of empirical finance
3
School of Economics working papers / The University of Adelaide, School of Economics
3
The review of economic studies
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Cambridge-INET working papers
2
Celebrating Irving Fisher : the legacy of a great economist
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ECONIS (ZBW)
424
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71
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
72
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
73
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:
74
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
75
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:
76
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:
77
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:
78
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
79
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
80
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
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