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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~subject:"Aktienmarkt"
~subject:"Autokorrelation"
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Aktienmarkt
Autokorrelation
Time series analysis
186
Zeitreihenanalyse
186
Theorie
85
Theory
85
Estimation theory
45
Schätztheorie
45
Estimation
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Phillips, Peter C. B.
8
Lieberman, Offer
2
Magdalinos, Tassos
2
Sun, Yixiao
2
Ajmi, Ahdi Noomen
1
Andrews, Donald W. K.
1
Aparicio, Teresa
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1
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1
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Cowles Foundation discussion paper
Applied financial economics
Journal of econometrics
40
Economics letters
28
Energy economics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Discussion paper / Tinbergen Institute
21
Economic modelling
21
International journal of forecasting
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of economics and financial issues : IJEFI
11
Research in international business and finance
11
The empirical economics letters : a monthly international journal of economics
11
The North American journal of economics and finance : a journal of financial economics studies
10
CBN journal of applied statistics
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Journal of banking & finance
9
The econometrics journal
9
Economics and finance working paper series
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International journal of economics and finance
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8
Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Quantitative finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
2
IV and GMM estimation and testing of multivariate stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011647403
Saved in:
3
Norming rates and limit theory for some time-varying coefficient autoregressions
Lieberman, Offer
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10010190201
Saved in:
4
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2010
Persistent link: https://www.econbiz.de/10003925361
Saved in:
5
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
6
Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo
;
Dionísio, Andreia
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
Saved in:
7
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
8
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
Saved in:
9
Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.
;
Magdalinos, Tassos
-
2005
Persistent link: https://www.econbiz.de/10002969709
Saved in:
10
Limit theory for moderate deviations from a unit root
Phillips, Peter C. B.
;
Magdalinos, Tassos
-
2004
Persistent link: https://www.econbiz.de/10002148141
Saved in:
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