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subject:"Zeitreihenanalyse"
~person:"Granger, C. W. J."
~person:"Phillips, Peter C. B."
~type:"article"
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Zeitreihenanalyse
Theorie
210
Theory
210
Time series analysis
79
Estimation theory
47
Schätztheorie
47
Stochastic process
22
Stochastischer Prozess
22
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21
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21
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20
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20
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20
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19
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Granger, C. W. J.
Phillips, Peter C. B.
Franses, Philip Hans
57
Gil-Alaña, Luis A.
42
Perron, Pierre
30
Lütkepohl, Helmut
29
Taylor, Robert
28
Koopman, Siem Jan
26
Koop, Gary
25
Leybourne, Stephen James
24
Harvey, Andrew C.
23
Mills, Terence C.
23
Caporale, Guglielmo Maria
22
Ghysels, Eric
22
Hecq, Alain W. J.
22
Teräsvirta, Timo
22
Hassler, Uwe
21
Hendry, David F.
21
Newbold, Paul
21
McAleer, Michael
20
Hong, Yongmiao
19
Swanson, Norman R.
19
Petropoulos, Fotios
18
Hyndman, Rob J.
17
Proietti, Tommaso
17
Stock, James H.
17
Clements, Michael P.
16
Engle, Robert F.
16
Haldrup, Niels
16
Pesaran, M. Hashem
16
Peña, Daniel
16
Saikkonen, Pentti
16
Assimakopoulos, V.
15
Chan, Joshua
15
Johansen, Søren
15
Makridakis, Spyros G.
15
Gupta, Rangan
14
Harvey, David I.
14
Herwartz, Helmut
14
Lucas, André
14
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Journal of econometrics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric theory
11
Econometric reviews
7
Oxford bulletin of economics and statistics
3
Annales d'économie et de statistique
2
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2
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2
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2
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1
Companion to contemporary economic thought
1
Dynamique des marchés financiers et prévisions
1
Economic time series with random walk and other nonstationary components
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of econometrics ; Vol. 2
1
Handbook of econometrics ; Vol. 4
1
Información comercial española / Cuadernos económicos
1
International economic review
1
Jingji-lunwen
1
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1
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1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
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1
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1
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Time series analysis : in memory of E. J. Hannan
1
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ECONIS (ZBW)
79
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1
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:
2
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:
3
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:
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
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:
6
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:
7
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:
8
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:
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
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:
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