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~person:"Dalla, Violetta"
~person:"Linton, Oliver"
~person:"Onatski, Alexei"
~person:"Phillips, Peter C. B."
~person:"Wang, Qiying"
~subject:"Autokorrelation"
~subject:"Capital income"
~subject:"Heteroskedastizität"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
~subject:"Robust statistics"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Time series analysis"
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Autokorrelation
Capital income
Heteroskedastizität
Kointegration
Prognoseverfahren
Regressionsanalyse
Robust statistics
Time series analysis
Zeitreihenanalyse
108
Theorie
60
Theory
60
Estimation theory
40
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40
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23
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23
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20
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18
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Dalla, Violetta
Linton, Oliver
Onatski, Alexei
Phillips, Peter C. B.
Wang, Qiying
Gil-Alaña, Luis A.
157
Caporale, Guglielmo Maria
143
Koopman, Siem Jan
114
Franses, Philip Hans
100
McAleer, Michael
82
Gao, Jiti
67
Hyndman, Rob J.
63
Sibbertsen, Philipp
62
Teräsvirta, Timo
61
Pesaran, M. Hashem
59
Dijk, Herman K. van
58
Lucas, André
57
Lütkepohl, Helmut
57
Härdle, Wolfgang
51
Johansen, Søren
50
Marcellino, Massimiliano
50
Maravall Herrero, Agustín
47
Kapetanios, George
46
Kunst, Robert M.
44
Koop, Gary
43
Dijk, Dick van
41
Nielsen, Morten Ørregaard
41
Feng, Yuanhua
36
Beran, Jan
34
Hallin, Marc
34
Ravazzolo, Francesco
32
Swanson, Norman R.
31
Bauwens, Luc
30
Lux, Thomas
28
Fried, Roland
27
Harvey, Andrew C.
27
Robinson, Peter M.
27
Timmermann, Allan
27
Medeiros, Marcelo C.
26
Ooms, Marius
26
Saikkonen, Pentti
26
Taylor, Robert
26
Weihs, Claus
26
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1
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62
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ECONIS (ZBW)
108
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
2
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:
3
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:
4
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:
5
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
7
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:
8
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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