//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Trendmodell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Prognoseverfahren
Theory
Time series analysis
186
Zeitreihenanalyse
186
Theorie
85
Estimation theory
45
Schätztheorie
45
Estimation
30
Schätzung
30
Einheitswurzeltest
23
USA
23
Unit root test
23
United States
23
Forecasting model
18
Kointegration
17
Volatility
17
Volatilität
17
Börsenkurs
15
Capital income
15
Kapitaleinkommen
15
Regression analysis
15
Regressionsanalyse
15
Share price
15
Stochastic process
15
Stochastischer Prozess
15
Exchange rate
14
Wechselkurs
14
Aktienmarkt
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Stock market
13
ARCH model
12
ARCH-Modell
12
Autocorrelation
10
Autokorrelation
10
Statistical test
10
Statistischer Test
10
Aktienindex
9
Stock index
9
more ...
less ...
Online availability
All
Free
46
Type of publication
All
Book / Working Paper
66
Article
42
Type of publication (narrower categories)
All
Graue Literatur
56
Non-commercial literature
56
Arbeitspapier
55
Working Paper
55
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
108
Author
All
Phillips, Peter C. B.
52
Chen, Xiaohong
4
Yu, Jun
4
Magdalinos, Tassos
3
Sun, Yixiao
3
Wang, Qiying
3
Xiao, Zhijie
3
Caporale, Guglielmo Maria
2
Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Han, Chirok
2
Jin, Sainan
2
Liao, Zhipeng
2
Lieberman, Offer
2
Linton, Oliver
2
Moon, Hyungsik R.
2
Ploberger, Werner
2
Shi, Zhentao
2
Solo, Victor
2
Zivot, Eric
2
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alles, Lakshman
1
Andrews, Donald W. K.
1
Aparicio, Teresa
1
Armah, Nii Ayi
1
Awad, Mouawiya al-
1
Aye, Goodness C.
1
Balcilar, Mehmet
1
Barkoulas, John T.
1
Baum, Christopher F.
1
Beveridge, Steve
1
Biswas, Eva
1
Boyd, Roy
1
Brooks, Chris
1
Brooks, Robert
1
Bühlmann, Peter
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Carroll, Raymond J.
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Applied financial economics
International journal of forecasting
497
Journal of econometrics
395
Economics letters
305
Journal of forecasting
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
276
Discussion paper / Tinbergen Institute
207
Econometric theory
206
Economic modelling
168
Econometric reviews
154
Applied economics
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
122
Working paper / Department of Econometrics and Business Statistics, Monash University
121
Energy economics
115
Working paper
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
110
Applied economics letters
105
Journal of applied econometrics
102
Computational economics
91
CREATES research paper
88
CESifo working papers
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Journal of economic dynamics & control
70
Journal of empirical finance
70
NBER Working Paper
68
NBER working paper series
65
Econometrics : open access journal
63
Finance research letters
62
Working paper / National Bureau of Economic Research, Inc.
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
International Journal of Energy Economics and Policy : IJEEP
60
Oxford bulletin of economics and statistics
60
The econometrics journal
58
European journal of operational research : EJOR
57
Journal of macroeconomics
52
CAMA working paper series
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
SFB 649 discussion paper
49
Discussion papers of interdisciplinary research project 373
48
more ...
less ...
Source
All
ECONIS (ZBW)
108
Showing
1
-
10
of
108
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
5
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
6
Coresets for time series clustering
Huang, Lingxiao
;
Sudhir, K.
;
Vishnoi, Nisheeth K.
-
2021
Persistent link: https://www.econbiz.de/10012807851
Saved in:
7
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
8
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->