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subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Phillips, Peter C. B."
~subject:"Scientific modelling"
~subject:"Zeitreihenanalyse"
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Schätztheorie
Scientific modelling
Zeitreihenanalyse
Theorie
622
Theory
622
Time series analysis
260
Forecasting model
101
Prognoseverfahren
101
Estimation theory
95
Einheitswurzeltest
64
Saisonale Schwankungen
64
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64
Unit root test
64
Stochastic process
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61
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Regressionsanalyse
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Nichtparametrisches Verfahren
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Schätzung
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United States
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Nonlinear regression
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English
343
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Franses, Philip Hans
Phillips, Peter C. B.
Härdle, Wolfgang
127
Koopman, Siem Jan
117
Pesaran, M. Hashem
111
Gil-Alaña, Luis A.
106
McAleer, Michael
95
Caporale, Guglielmo Maria
90
Lütkepohl, Helmut
89
Koop, Gary
84
Swanson, Norman R.
70
Gouriéroux, Christian
69
Granger, C. W. J.
69
Teräsvirta, Timo
66
Sibbertsen, Philipp
62
Robinson, Peter M.
61
Lucas, André
60
Marcellino, Massimiliano
59
Engle, Robert F.
58
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Dijk, Herman K. van
56
Hendry, David F.
56
Kunst, Robert M.
56
Feng, Yuanhua
55
Ghysels, Eric
54
Hassler, Uwe
53
Stock, James H.
53
Andrews, Donald W. K.
51
Bauwens, Luc
51
Perron, Pierre
51
Hyndman, Rob J.
50
Diebold, Francis X.
49
Kapetanios, George
47
Saikkonen, Pentti
47
Hallin, Marc
46
Haldrup, Niels
45
Heckman, James J.
45
Proietti, Tommaso
45
Breitung, Jörg
44
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Econometrisch Instituut <Rotterdam>
4
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1
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Cowles Foundation discussion paper
58
Report / Econometric Institute, Erasmus University Rotterdam
28
Journal of econometrics
25
Econometric Institute research papers
24
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Econometric theory
17
Cowles Foundation Discussion Paper
15
Discussion paper / Tinbergen Institute
13
Econometric reviews
10
Economics letters
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Oxford bulletin of economics and statistics
7
Report / Erasmus Center for Financial Research, Erasmus University
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of forecasting
5
Journal of forecasting
5
Journal of applied econometrics
4
Research memorandum series / Tinbergen Instituut
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic surveys
3
The review of economic studies
3
Advanced texts in econometrics
2
Applied economics
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion papers / Department of Economics, University of California San Diego
2
ERIM report series research in management
2
IHS economics series : working paper
2
Journal of empirical finance
2
Reihe Ökonomie
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
SSE EFI working paper series in economics and finance
2
Testing integration and cointegration
2
The econometrics journal
2
The review of economics and statistics
2
Working paper
2
A companion to economic forecasting
1
Applied economics letters
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ECONIS (ZBW)
343
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
7
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
8
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
9
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:
10
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
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