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~person:"Harvey, Andrew C."
~person:"Phillips, Peter C. B."
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Time series analysis"
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Zeitreihenanalyse
Time series analysis
333
Theorie
180
Theory
180
Estimation theory
125
Schätztheorie
125
Einheitswurzeltest
53
Unit root test
53
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English
334
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Harvey, Andrew C.
Phillips, Peter C. B.
Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
258
Koopman, Siem Jan
215
Franses, Philip Hans
214
McAleer, Michael
139
Gao, Jiti
133
Teräsvirta, Timo
127
Lütkepohl, Helmut
122
Gupta, Rangan
112
Pesaran, M. Hashem
109
Kapetanios, George
104
Sibbertsen, Philipp
102
Koop, Gary
99
Watson, Mark W.
89
Hyndman, Rob J.
88
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
84
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
80
Marcellino, Massimiliano
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Kunst, Robert M.
77
Mills, Terence C.
73
Proietti, Tommaso
73
Swanson, Norman R.
73
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
Maravall Herrero, Agustín
66
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
Bauwens, Luc
60
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University of Cambridge / Department of Applied Economics
4
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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1
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Cowles Foundation discussion paper
80
Cowles Foundation Discussion Paper
31
Journal of econometrics
30
Econometric theory
21
Cambridge working papers in economics
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric reviews
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
The econometrics journal
4
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
An Elgar reference collection
3
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3
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3
International journal of forecasting
3
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3
Journal of empirical finance
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
The international library of critical writings in econometrics
3
The review of economic studies
3
Advanced texts in econometrics
2
Celebrating Irving Fisher : the legacy of a great economist
2
Covid economics : vetted and real-time papers
2
Discussion papers / Department of Economics, University of California San Diego
2
Economic time series with random walk and other nonstationary components
2
Growth and cycle in the Euro-zone
2
Journal of economic dynamics & control
2
Journal of forecasting
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
Quantitative economics : QE ; journal of the Econometric Society
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
Temi di discussione / Banca d'Italia
2
The American journal of economics and sociology
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
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ECONIS (ZBW)
333
USB Cologne (EcoSocSci)
4
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1
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:
2
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:
3
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
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
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:
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
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:
8
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/10013542193
Saved in:
9
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:
10
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
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