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~person:"Sibbertsen, Philipp"
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Zeitreihenanalyse
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Sibbertsen, Philipp
Gil-Alaña, Luis A.
431
Caporale, Guglielmo Maria
307
Phillips, Peter C. B.
279
Koopman, Siem Jan
260
Franses, Philip Hans
249
Gao, Jiti
153
Marcellino, Massimiliano
149
Kapetanios, George
146
McAleer, Michael
144
Lütkepohl, Helmut
140
Teräsvirta, Timo
140
Pesaran, M. Hashem
138
Gupta, Rangan
129
Lucas, André
125
Hendry, David F.
120
Timmermann, Allan
116
Harvey, Andrew C.
113
Watson, Mark W.
113
Kunst, Robert M.
111
Koop, Gary
109
Clements, Michael P.
105
Swanson, Norman R.
105
Hyndman, Rob J.
104
Taylor, Robert
104
Härdle, Wolfgang
102
Johansen, Søren
98
Stock, James H.
98
Granger, C. W. J.
92
Dijk, Herman K. van
91
Engle, Robert F.
89
Perron, Pierre
86
Dijk, Dick van
85
Diebold, Francis X.
84
Linton, Oliver
82
Nielsen, Morten Ørregaard
80
Mills, Terence C.
79
Proietti, Tommaso
77
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76
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
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Recent advances in estimating nonlinear models : with applications in economics and finance
1
Statistik in Deutschland : 100 Jahre Deutsche Statistische Gesellschaft
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
115
EconStor
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1
Essays on spurious long memory time series
Busch, Marie Theres
-
2018
Persistent link: https://www.econbiz.de/10012240530
Saved in:
2
Robust CUSUM-M test in the presence of long-memory disturbances
Sibbertsen, Philipp
-
2000
Persistent link: https://www.econbiz.de/10001519333
Saved in:
3
S-estimation in the nonlinear regression model with long-memory error terms
Sibbertsen, Philipp
-
1999
Persistent link: https://www.econbiz.de/10001439129
Saved in:
4
Robuste Parameterschätzung im linearen Regressionsmodell bei Fehlertermen mit langem Gedächtnis
Sibbertsen, Philipp
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001364375
Saved in:
5
Nonparametric M-estimation with long-memory errors
Beran, Jan
;
Ghosh, Sucharita
;
Sibbertsen, Philipp
-
2000
Persistent link: https://www.econbiz.de/10001601969
Saved in:
6
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
7
Long-memory versus structural breaks : an overview
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001626879
Saved in:
8
Generating schemes for long memory processes : regimes, aggregation and linearity
Davidson, James E. H.
;
Sibbertsen, Philipp
-
2002
Persistent link: https://www.econbiz.de/10001742258
Saved in:
9
Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675713
Saved in:
10
Generating schemes for long memory processes : regimes, aggregation and linarity
Davidson, James E. H.
;
Sibbertsen, Philipp
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 253-282
Persistent link: https://www.econbiz.de/10003091350
Saved in:
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