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~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~person:"Schmidt, Peter"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Time series analysis
Zeitreihenanalyse
311
Theorie
159
Theory
159
Estimation theory
133
Schätztheorie
133
Einheitswurzeltest
58
Nichtparametrisches Verfahren
58
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58
Unit root test
58
Regression analysis
52
Regressionsanalyse
52
Stochastic process
40
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31
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311
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Linton, Oliver
Phillips, Peter C. B.
Schmidt, Peter
Gil-Alaña, Luis A.
340
Caporale, Guglielmo Maria
260
Koopman, Siem Jan
215
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
126
Lütkepohl, Helmut
118
Gupta, Rangan
115
Pesaran, M. Hashem
109
Kapetanios, George
105
Sibbertsen, Philipp
102
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
82
Lucas, André
82
Perron, Pierre
82
Marcellino, Massimiliano
80
Hendry, David F.
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Ghysels, Eric
61
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Centre for Microdata Methods and Practice <London>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Cowles Foundation discussion paper
83
Journal of econometrics
43
Cowles Foundation Discussion Paper
31
Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Econometric reviews
7
Economics letters
7
Janeway Institute working paper series
4
The econometrics journal
4
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4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
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3
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3
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2
Celebrating Irving Fisher : the legacy of a great economist
2
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2
Discussion papers / Department of Economics, University of California San Diego
2
International economic review
2
Journal of empirical finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
Applied quantitative finance : theory and computational tools
1
CEA_372Cass working paper series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
1
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1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Econometrics papers
1
Economic research reports
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
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of financial time series
1
Journal of applied econometrics
1
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ECONIS (ZBW)
311
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1
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:
2
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:
3
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
4
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
5
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:
6
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:
7
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:
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
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:
10
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
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