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Phillips, Peter C. B.
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7
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7
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6
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6
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6
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1
Stationary integrated Arch(∞) and Ar(∞) processes with finite variance
Giraitis, Liudas
;
Surgailis, Donatas
;
Škarnulis, Andrius
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1159-1179
Persistent link: https://www.econbiz.de/10012038038
Saved in:
2
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
3
Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi
;
Gao, Jiti
- In:
Econometric theory
27
(
2011
)
4
,
pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
Saved in:
4
Dynamic time series binary choice
Jong, Robert M. de
;
Woutersen, Tiemen
- In:
Econometric theory
27
(
2011
)
4
,
pp. 673-702
Persistent link: https://www.econbiz.de/10009311780
Saved in:
5
Time series regression on integrated continuous-time processes with heavy and light tails
Fasen, Vicky Maria
- In:
Econometric theory
29
(
2013
)
1
,
pp. 28-67
Persistent link: https://www.econbiz.de/10009747888
Saved in:
6
A functional version of the ARCH model
Hörmann, Siegfried
;
Horváth, Lajos
;
Reeder, Ron
- In:
Econometric theory
29
(
2013
)
2
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009760010
Saved in:
7
Estimating the persistence and the autocorrelation function of a time series that is measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Econometric theory
30
(
2014
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10010399787
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8
Limit theory for explosively cointegrated systems
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric theory
24
(
2008
)
4
,
pp. 865-887
Persistent link: https://www.econbiz.de/10003736837
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9
An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre
;
Ng, Serena
- In:
Econometric theory
14
(
1998
)
5
,
pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
Saved in:
10
A new method for obtaining the autocovariance of an ARMA model : an exact form solution
Karanasos, Menelaos
- In:
Econometric theory
14
(
1998
)
5
,
pp. 622-640
Persistent link: https://www.econbiz.de/10001381129
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