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subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Phillips, Peter C. B."
~subject:"Zeitreihenanalyse"
~subject:"Ökonometrie"
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Schätztheorie
Zeitreihenanalyse
Ökonometrie
Theorie
622
Theory
622
Time series analysis
260
Forecasting model
101
Prognoseverfahren
101
Estimation theory
95
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Franses, Philip Hans
Phillips, Peter C. B.
Härdle, Wolfgang
134
Pesaran, M. Hashem
130
Koopman, Siem Jan
117
Gil-Alaña, Luis A.
106
McAleer, Michael
100
Caporale, Guglielmo Maria
90
Lütkepohl, Helmut
87
Koop, Gary
82
Gouriéroux, Christian
78
Granger, C. W. J.
78
Hendry, David F.
78
Swanson, Norman R.
73
Teräsvirta, Timo
67
Dijk, Herman K. van
66
Baltagi, Badi H.
65
Robinson, Peter M.
62
Engle, Robert F.
61
Ghysels, Eric
60
Lucas, André
60
Harvey, Andrew C.
58
Sibbertsen, Philipp
58
Maravall Herrero, Agustín
57
Marcellino, Massimiliano
57
Bauwens, Luc
56
Kunst, Robert M.
56
Stock, James H.
56
Heckman, James J.
55
Timmermann, Allan
53
Andrews, Donald W. K.
52
Diebold, Francis X.
52
Hassler, Uwe
52
Hyndman, Rob J.
51
Perron, Pierre
51
Feng, Yuanhua
49
Saikkonen, Pentti
47
Hallin, Marc
46
Newey, Whitney K.
46
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Cowles Foundation discussion paper
58
Report / Econometric Institute, Erasmus University Rotterdam
28
Journal of econometrics
24
Econometric theory
21
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
Cowles Foundation Discussion Paper
14
Econometric Institute research papers
14
Discussion paper / Tinbergen Institute
12
Econometric reviews
12
Economics letters
10
Oxford bulletin of economics and statistics
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
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
ERIM report series research in management
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic surveys
3
The econometrics journal
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
IHS economics series : working paper
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Journal of empirical finance
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New Zealand economic papers
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Reihe Ökonomie
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
SSE EFI working paper series in economics and finance
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Testing integration and cointegration
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The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
346
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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
Econometric analysis of asset price bubbles
Shi, Shuping
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326551
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
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:
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/10013464259
Saved in:
6
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:
7
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
8
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:
9
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:
10
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
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