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~person:"Lux, Thomas"
~person:"Phillips, Peter C. B."
~subject:"Konjunktur"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
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Search: subject:"Zeitreihenanalyse"
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Konjunktur
Share price
Zeitreihenanalyse
Time series analysis
110
Theorie
75
Theory
75
Estimation theory
28
Schätztheorie
28
Volatility
26
Volatilität
26
Forecasting model
19
Prognoseverfahren
19
Stochastic process
19
Stochastischer Prozess
19
Börsenkurs
17
Einheitswurzeltest
17
Unit root test
17
Capital income
16
Kapitaleinkommen
16
Regression analysis
15
Regressionsanalyse
15
Statistical test
12
Statistischer Test
12
Autocorrelation
10
Autokorrelation
10
Markov chain
10
Markov-Kette
10
Cointegration
9
Estimation
9
Kointegration
9
Schätzung
9
Method of moments
8
Momentenmethode
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Financial market
6
Finanzmarkt
6
Nichtlineare Regression
6
Nonlinear regression
6
Statistical distribution
6
Statistische Verteilung
6
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78
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Book / Working Paper
109
Article
1
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Collection of articles of several authors
Graue Literatur
Handbuch
Working Paper
116
Non-commercial literature
107
Arbeitspapier
103
Article in journal
95
Aufsatz in Zeitschrift
95
Aufsatz im Buch
7
Book section
7
Hochschulschrift
7
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5
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3
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1
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1
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English
110
German
1
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Lux, Thomas
Phillips, Peter C. B.
Gil-Alaña, Luis A.
154
Caporale, Guglielmo Maria
135
Koopman, Siem Jan
111
Franses, Philip Hans
83
McAleer, Michael
80
Gao, Jiti
67
Sibbertsen, Philipp
67
Teräsvirta, Timo
63
Hyndman, Rob J.
60
Lütkepohl, Helmut
58
Pesaran, M. Hashem
58
Kunst, Robert M.
54
Lucas, André
54
Dijk, Herman K. van
50
Härdle, Wolfgang
50
Johansen, Søren
50
Marcellino, Massimiliano
50
Kapetanios, George
44
Koop, Gary
44
Maravall Herrero, Agustín
42
Nielsen, Morten Ørregaard
41
Dijk, Dick van
37
Feng, Yuanhua
37
Beran, Jan
34
Linton, Oliver
32
Ravazzolo, Francesco
32
Swanson, Norman R.
32
Bauwens, Luc
31
Harvey, Andrew C.
30
Robinson, Peter M.
29
Timmermann, Allan
29
Hendry, David F.
27
Brakel, Jan A. van den
26
Saikkonen, Pentti
26
Fried, Roland
25
Grassi, Stefano
25
Lanne, Markku
25
Medeiros, Marcelo C.
25
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Christian-Albrechts-Universität zu Kiel
2
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Cowles Foundation discussion paper
61
Economics working paper
11
Kiel working paper
6
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4
Finmap working paper
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Discussion paper / B
2
Discussion papers / Department of Economics, University of California San Diego
2
Journal of econometrics
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Econometric theory
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
School of Economics working papers / The University of Adelaide, School of Economics
1
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ECONIS (ZBW)
110
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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/10013326614
Saved in:
2
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:
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/10013542193
Saved in:
7
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:
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
Saved in:
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