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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Diebold, Francis X."
~person:"Phillips, Peter C. B."
~person:"Robinson, Peter M."
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Theorie
242
Theory
242
Time series analysis
71
Forecasting model
49
Prognoseverfahren
49
Estimation theory
48
Schätztheorie
48
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37
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Diebold, Francis X.
Phillips, Peter C. B.
Robinson, Peter M.
Gil-Alaña, Luis A.
67
Koopman, Siem Jan
65
Franses, Philip Hans
63
Caporale, Guglielmo Maria
59
Pesaran, M. Hashem
49
Härdle, Wolfgang
48
Maravall Herrero, Agustín
41
Dijk, Herman K. van
40
Lucas, André
36
Sibbertsen, Philipp
36
Kunst, Robert M.
34
Lütkepohl, Helmut
34
Timmermann, Allan
34
Koop, Gary
33
McAleer, Michael
33
Feng, Yuanhua
32
Teräsvirta, Timo
32
Hallin, Marc
29
Hyndman, Rob J.
29
Beran, Jan
28
Marcellino, Massimiliano
28
Swanson, Norman R.
27
Bauwens, Luc
26
Lux, Thomas
24
Bollerslev, Tim
23
Schmid, Wolfgang
22
Hassler, Uwe
21
Saikkonen, Pentti
20
Stambaugh, Robert F.
20
Dijk, Dick van
19
Engle, Robert F.
19
Fried, Roland
19
Johansen, Søren
19
Weihs, Claus
19
Hautsch, Nikolaus
18
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ECONIS (ZBW)
104
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1
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/10013542210
Saved in:
2
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:
3
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:
4
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:
5
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
6
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
7
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
8
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011692426
Saved in:
9
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
10
Business cycles, trend elimination, and the HP filter
Phillips, Peter C. B.
;
Jin, Sainan
-
2015
Persistent link: https://www.econbiz.de/10011312319
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