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~isPartOf:"Econometric theory"
~subject:"Heteroscedasticity"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Heteroscedasticity
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Zeitreihenanalyse
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Phillips, Peter C. B.
12
Hong, Yongmiao
6
Saikkonen, Pentti
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Taylor, Robert
6
Lütkepohl, Helmut
5
Park, Joon Y.
5
Vogelsang, Timothy J.
5
Bierens, Herman J.
4
Chambers, Marcus J.
4
Harris, David
4
Johansen, Søren
4
Jong, Robert M. de
4
Linton, Oliver
4
Robinson, Peter M.
4
Wang, Qiying
4
Barrio Castro, Tomás del
3
Cavaliere, Giuseppe
3
Chen, Bin
3
Choi, In
3
Gao, Jiti
3
Grégoir, Stéphane
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Pötscher, Benedikt M.
3
Xiao, Zhijie
3
Abadir, Karim Maher
2
Bandi, Federico M.
2
Breitung, Jörg
2
Cai, Zongwu
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Chong, Terence Tai-Leung
2
Florens, Jean-Pierre
2
Francq, Christian
2
Hassler, Uwe
2
He, Changli
2
Hidalgo, Javier
2
Horváth, Lajos
2
Jansson, Michael
2
Jeganathan, P.
2
Kiefer, Nicholas Maximilian
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1,477
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ECONIS (ZBW)
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1
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
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2
Unit roots : a selective review of the contributions of Peter C. B. Phillips
Xiao, Zhijie
- In:
Econometric theory
30
(
2014
)
4
,
pp. 775-814
Persistent link: https://www.econbiz.de/10010502143
Saved in:
3
Econometric analysis of continuous time models : a survey of Peter Phillips's work and some new results
Yu, Jun
- In:
Econometric theory
30
(
2014
)
4
,
pp. 737-774
Persistent link: https://www.econbiz.de/10010502144
Saved in:
4
Null recurrent unit root processes
Myklebust, Terje
;
Karlsen, Hans Arnfinn
;
Tjøstheim, Dag
- In:
Econometric theory
28
(
2012
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
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5
Cointegrating regressions with time varying coefficients
Park, Joon Y.
;
Hahn, Sang B.
- In:
Econometric theory
15
(
1999
)
5
,
pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
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6
Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan
;
Tjøstheim, Dag
;
Yang, Lijian
- In:
Econometric theory
18
(
2002
)
2
,
pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
Saved in:
7
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
8
Complex unit roots and business cycles : are they real?
Bierens, Herman J.
- In:
Econometric theory
17
(
2001
)
5
,
pp. 962-983
Persistent link: https://www.econbiz.de/10001609185
Saved in:
9
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
10
Constrained smoothing splines
Rodríguez Poo, Juan Manuel
- In:
Econometric theory
15
(
1999
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10001381820
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