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Phillips, Peter C. B.
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Journal of econometrics
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ECONIS (ZBW)
1,108
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1
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
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2
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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3
An I(d) model with trend and cycles
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 186-199
Persistent link: https://www.econbiz.de/10009270611
Saved in:
4
Business cycle durations
Filardo, Andrew J.
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 99-123
Persistent link: https://www.econbiz.de/10001240380
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5
Nonparametric evidence on asymmetry in business cycles using aggregate employment time series
Hussey, Robert Miller
- In:
Journal of econometrics
51
(
1992
)
1
,
pp. 217-231
Persistent link: https://www.econbiz.de/10001118267
Saved in:
6
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae
;
Liao, Yuan
;
Seo, Myung Hwan
;
Shin, Youngki
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
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7
Nowcasting with large Bayesian vector autoregressions
Cimadomo, Jacopo
;
Giannone, Domenico
;
Lenza, Michele
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 500-519
Persistent link: https://www.econbiz.de/10013464909
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8
Modelling cycles in climate series : the fractional sinusoidal waveform process
Proietti, Tommaso
;
Maddanu, Federico
- In:
Journal of econometrics
239
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015073959
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9
Modeling long cycles
Kang, Da Natasha
;
Marmer, Vadim
- In:
Journal of econometrics
242
(
2024
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10015075200
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10
Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
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