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subject:"Seasonal variations"
subject:"Time series analysis"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~subject:"Schätztheorie"
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Seasonal variations
Time series analysis
Schätztheorie
Theorie
551
Theory
551
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183
Stochastic process
89
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89
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McAleer, Michael
Phillips, Peter C. B.
Franses, Philip Hans
166
Härdle, Wolfgang
125
Koopman, Siem Jan
117
Pesaran, M. Hashem
111
Gil-Alaña, Luis A.
108
Caporale, Guglielmo Maria
90
Lütkepohl, Helmut
86
Koop, Gary
76
Swanson, Norman R.
70
Gouriéroux, Christian
69
Granger, C. W. J.
68
Teräsvirta, Timo
66
Lucas, André
60
Robinson, Peter M.
60
Ghysels, Eric
59
Sibbertsen, Philipp
58
Harvey, Andrew C.
57
Kunst, Robert M.
57
Maravall Herrero, Agustín
57
Marcellino, Massimiliano
55
Engle, Robert F.
54
Dijk, Herman K. van
53
Taylor, Robert
53
Hassler, Uwe
51
Perron, Pierre
51
Bauwens, Luc
50
Hyndman, Rob J.
50
Andrews, Donald W. K.
48
Haldrup, Niels
48
Stock, James H.
48
Feng, Yuanhua
47
Hendry, David F.
47
Saikkonen, Pentti
47
Hallin, Marc
46
Diebold, Francis X.
45
Breitung, Jörg
44
Proietti, Tommaso
44
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Economic time series with random walk and other nonstationary components
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Essays in honor of Joon Y. Park : econometric theory
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Handbook of econometrics ; Vol. 1
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ECONIS (ZBW)
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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
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:
7
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
8
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
9
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
10
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
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