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~person:"Perron, Pierre"
~person:"Phillips, Peter C. B."
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Perron, Pierre
Phillips, Peter C. B.
Gil-Alaña, Luis A.
189
Koopman, Siem Jan
182
Franses, Philip Hans
174
Caporale, Guglielmo Maria
150
Gao, Jiti
116
Lütkepohl, Helmut
110
Teräsvirta, Timo
99
Koop, Gary
92
Sibbertsen, Philipp
87
Pesaran, M. Hashem
86
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84
Kapetanios, George
83
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78
Härdle, Wolfgang
77
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75
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74
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74
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73
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71
Hyndman, Rob J.
67
Engle, Robert F.
66
Swanson, Norman R.
65
Dijk, Herman K. van
64
Kunst, Robert M.
64
Granger, C. W. J.
63
Hassler, Uwe
63
Proietti, Tommaso
63
Marcellino, Massimiliano
62
Maravall Herrero, Agustín
60
Gupta, Rangan
58
Hendry, David F.
56
Hallin, Marc
55
Leybourne, Stephen James
55
Linton, Oliver
55
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55
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54
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53
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Celebrating Irving Fisher : the legacy of a great economist
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ECONIS (ZBW)
283
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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
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:
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/10013542210
Saved in:
5
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:
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/10013464259
Saved in:
7
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:
8
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:
9
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:
10
Testing the Random Walk Hypothesis : Power Versus Frequency of Observation
Shiller, Robert J.
;
Perron, Pierre
-
2021
Persistent link: https://www.econbiz.de/10013247026
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