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~person:"Phillips, Peter C. B."
~person:"Robinson, Peter M."
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Time series analysis
107
Zeitreihenanalyse
107
Theorie
71
Theory
71
Estimation theory
31
Schätztheorie
31
Einheitswurzeltest
17
Stochastic process
17
Stochastischer Prozess
17
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17
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15
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15
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14
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14
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12
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Collection of articles of several authors
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102
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102
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107
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Phillips, Peter C. B.
Robinson, Peter M.
Gil-Alaña, Luis A.
154
Caporale, Guglielmo Maria
135
Koopman, Siem Jan
111
Franses, Philip Hans
83
McAleer, Michael
80
Gao, Jiti
67
Sibbertsen, Philipp
66
Teräsvirta, Timo
63
Hyndman, Rob J.
60
Lütkepohl, Helmut
58
Pesaran, M. Hashem
58
Kunst, Robert M.
54
Lucas, André
54
Dijk, Herman K. van
50
Härdle, Wolfgang
50
Johansen, Søren
50
Marcellino, Massimiliano
49
Kapetanios, George
44
Koop, Gary
44
Maravall Herrero, Agustín
42
Nielsen, Morten Ørregaard
41
Dijk, Dick van
37
Feng, Yuanhua
37
Beran, Jan
34
Linton, Oliver
32
Lux, Thomas
32
Ravazzolo, Francesco
32
Swanson, Norman R.
32
Bauwens, Luc
31
Harvey, Andrew C.
30
Timmermann, Allan
29
Brakel, Jan A. van den
26
Hendry, David F.
26
Saikkonen, Pentti
26
Fried, Roland
25
Grassi, Stefano
25
Lanne, Markku
25
Medeiros, Marcelo C.
25
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
1
London School of Economics and Political Science
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1
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61
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15
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8
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7
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4
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3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
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3
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2
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1
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1
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1
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ECONIS (ZBW)
107
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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:
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
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:
6
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:
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
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
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