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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Einheitswurzeltest"
~subject:"Regression analysis"
~subject:"Volatility"
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Search: subject_exact:"Trendmodell"
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Einheitswurzeltest
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Phillips, Peter C. B.
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Gao, Jiti
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Martin, Gael M.
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Magdalinos, Tassos
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Hyndman, Rob J.
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Lieberman, Offer
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Tjostheim, Dag
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Cowles Foundation discussion paper
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
187
Economic modelling
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Discussion paper / Tinbergen Institute
83
Energy economics
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International journal of forecasting
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A localised neural network with dependent data: estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452592
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2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
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2022
Persistent link: https://www.econbiz.de/10013326614
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3
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
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2022
Persistent link: https://www.econbiz.de/10013464259
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4
Estimation and inference with near unit roots
Phillips, Peter C. B.
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2021
Persistent link: https://www.econbiz.de/10012807742
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5
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
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6
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
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7
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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8
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
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9
Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2020
Persistent link: https://www.econbiz.de/10012606951
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10
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
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