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subject:"Time series analysis"
~person:"Phillips, Peter C. B."
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
Theorie
141
Theory
141
Zeitreihenanalyse
53
Estimation theory
30
Schätztheorie
30
Stochastic process
20
Stochastischer Prozess
20
Einheitswurzeltest
19
Unit root test
19
Regression analysis
18
Regressionsanalyse
18
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17
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16
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Aufsatz in Zeitschrift
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53
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English
53
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Phillips, Peter C. B.
Franses, Philip Hans
52
Gil-Alaña, Luis A.
45
Perron, Pierre
29
Taylor, Robert
28
Koop, Gary
24
Koopman, Siem Jan
24
Leybourne, Stephen James
24
Caporale, Guglielmo Maria
23
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Harvey, Andrew C.
21
Granger, C. W. J.
20
Newbold, Paul
20
Hong, Yongmiao
19
Hyndman, Rob J.
19
Ghysels, Eric
18
Hassler, Uwe
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Hendry, David F.
17
McAleer, Michael
17
Teräsvirta, Timo
17
Peña, Daniel
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Makridakis, Spyros G.
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
Engle, Robert F.
14
Gupta, Rangan
14
Herwartz, Helmut
14
Lucas, André
14
Marcellino, Massimiliano
14
McElroy, Tucker
14
Pesaran, M. Hashem
14
Spiliotis, Evangelos
14
Hallin, Marc
13
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Journal of econometrics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometric theory
11
Econometric reviews
5
Journal of empirical finance
2
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of quantitative economics
1
New Zealand economic papers
1
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
53
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1
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53
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1
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
2
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
3
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
4
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
5
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
6
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
7
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
8
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
9
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
10
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
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