Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper"
~person:"Phillips, Peter C. B."
~person:"Yu, Jun"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Long memory and volatility dyn...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Zeitreihenanalyse
15
Theorie
9
Theory
9
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
Estimation theory
5
Schätztheorie
5
Einheitswurzeltest
4
Statistical test
4
Statistischer Test
4
Unit root test
4
Estimation
3
Long memory
3
Multivariate Analyse
3
Multivariate analysis
3
Schätzung
3
Cointegration
2
Correlation
2
Heteroscedasticity
2
Heteroskedastizität
2
Induktive Statistik
2
Kointegration
2
Korrelation
2
Panel
2
Panel study
2
Realized volatility
2
Statistical inference
2
1994-2003
1
ARMA model
1
ARMA-Modell
1
Anti-persistence
1
Anti-persistency
1
Australia
1
Australien
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
more ...
less ...
Online availability
All
Free
7
Undetermined
1
Type of publication
All
Article
8
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
15
Author
All
Phillips, Peter C. B.
Yu, Jun
McAleer, Michael
24
Kapetanios, George
18
Escribano, Álvaro
9
Blazsek, Szabolcs
8
Franses, Philip Hans
8
Dagum, Estela Bee
7
Taylor, Robert
7
Teräsvirta, Timo
7
Caporin, Massimiliano
6
Engsted, Tom
6
Giraitis, Liudas
6
Maasoumi, Esfandiar
6
Piger, Jeremy Max
6
Psaradakis, Zacharias G.
6
Spanos, Aris
6
Baillie, Richard
5
Chang, Chia-Lin
5
Kilian, Lutz
5
McElroy, Tucker
5
Owyang, Michael T.
5
Österholm, Pär
5
Andreou, Elena
4
Licht, Adrian
4
McCracken, Michael W.
4
Medeiros, Marcelo C.
4
Reed, W. Robert
4
Anderson, Richard G.
3
Asai, Manabu
3
Babula, Ronald Alexander
3
Bagshaw, Michael L.
3
Baltagi, Badi H.
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Christiansen, Charlotte
3
Doz, Catherine
3
Dueker, Michael
3
Gao, Jiti
3
more ...
less ...
Published in...
All
Econometric reviews
Working paper
Cowles Foundation discussion paper
80
Cowles Foundation Discussion Paper
31
Journal of econometrics
28
Econometric theory
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
The econometrics journal
4
Cowles Foundation paper
3
Econometrics : open access journal
3
Economics letters
3
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion papers / Department of Economics, University of California San Diego
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
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of economics and finance
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
Finance research letters
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
New Zealand economic papers
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Oxford bulletin of economics and statistics
1
Quantitative finance
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
Time series analysis : in memory of E. J. Hannan
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Testing mean stability of heteroskedastic time series
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2015
series. Application of the new methods to analyze the
volatility
properties of stock market returns leads to some unexpected …
Persistent link: https://www.econbiz.de/10011405222
Saved in:
3
Multivariate stochastic
volatility
models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
4
Lag length selection for unit root tests in the presence of nonstationary
volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
5
Refined inference on long memory in realized
volatility
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 254-267
Persistent link: https://www.econbiz.de/10003761227
Saved in:
6
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
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
Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
Saved in:
9
Empirical characteristic functions estimation and its applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
Saved in:
10
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometric reviews
19
(
2000
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
