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subject:"Börsenkurs"
~person:"Phillips, Peter C. B."
~subject:"Cointegration"
~subject:"Theorie"
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Börsenkurs
Cointegration
Theorie
Time series analysis
237
Zeitreihenanalyse
237
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125
Estimation theory
96
Schätztheorie
96
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52
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Phillips, Peter C. B.
Gil-Alaña, Luis A.
174
Caporale, Guglielmo Maria
142
Franses, Philip Hans
138
Koopman, Siem Jan
118
Lütkepohl, Helmut
78
Koop, Gary
70
Pesaran, M. Hashem
70
Härdle, Wolfgang
69
Teräsvirta, Timo
68
McAleer, Michael
67
Gao, Jiti
65
Sibbertsen, Philipp
65
Harvey, Andrew C.
56
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56
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55
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55
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53
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52
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52
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51
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50
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50
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49
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48
Hyndman, Rob J.
48
Bauwens, Luc
46
Marcellino, Massimiliano
46
Gupta, Rangan
45
Hallin, Marc
45
Hendry, David F.
45
Watson, Mark W.
44
Kapetanios, George
43
Perron, Pierre
43
Proietti, Tommaso
43
Stock, James H.
43
Lux, Thomas
42
Saikkonen, Pentti
42
Robinson, Peter M.
41
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41
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Cowles Foundation discussion paper
51
Journal of econometrics
19
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16
Econometric theory
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
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5
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3
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2
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2
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2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
145
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1
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
2
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
3
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
4
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
Saved in:
5
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
6
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
7
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
8
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
9
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
10
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
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