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Zeitreihenanalyse
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Phillips, Peter C. B.
26
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5
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5
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5
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5
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Journal of econometrics
International journal of forecasting
572
Economics letters
447
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400
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331
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
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138
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102
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100
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
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79
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ECONIS (ZBW)
675
USB Cologne (EcoSocSci)
1
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1
Understanding spurious regressions in econometrics
Phillips, P. C. B.
- In:
Journal of econometrics
33
(
1986
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
Saved in:
2
The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
Saved in:
3
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
Saved in:
4
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
5
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
Saved in:
6
Methods for inference in large multiple-equation Markov-switching models
Sims, Christopher A.
;
Waggoner, Daniel F.
;
Zha, Tao
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10003782971
Saved in:
7
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
8
Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter M.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 5-16
Persistent link: https://www.econbiz.de/10003783779
Saved in:
9
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
10
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
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