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~language:"eng"
~language:"mul"
~language:"spa"
~person:"Phillips, Peter C. B."
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Zeitreihenanalyse
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258
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258
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187
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187
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162
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91
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91
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Phillips, Peter C. B.
Gil-Alaña, Luis A.
328
Caporale, Guglielmo Maria
219
Franses, Philip Hans
182
Koopman, Siem Jan
176
McAleer, Michael
122
Teräsvirta, Timo
111
Gupta, Rangan
101
Sibbertsen, Philipp
98
Lütkepohl, Helmut
92
Gao, Jiti
89
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87
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87
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86
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81
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80
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78
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75
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74
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72
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69
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65
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63
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63
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61
Nielsen, Morten Ørregaard
60
Leybourne, Stephen James
59
Perron, Pierre
56
Hassler, Uwe
55
Feng, Yuanhua
53
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53
Robinson, Peter M.
52
Linton, Oliver
51
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51
Hendry, David F.
50
Saikkonen, Pentti
50
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49
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48
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48
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Cowles Foundation discussion paper
60
Journal of econometrics
26
Econometric theory
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
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7
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
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2
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2
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2
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2
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2
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2
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ECONIS (ZBW)
162
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1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
3
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
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
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:
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/10013464259
Saved in:
7
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:
8
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
9
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
10
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
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