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Search: subject:"Limit theory"
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Central limit theory
10
Limit theory
10
Theorie
7
Theory
7
Time series analysis
7
Zeitreihenanalyse
7
Estimation theory
6
Schätztheorie
6
Dating algorithm
5
Autocorrelation
4
Autokorrelation
4
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4
Einheitswurzeltest
4
Regression analysis
4
Regressionsanalyse
4
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4
central limit theory
4
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3
Bubbles
3
Consistency
3
Explosive autoregression
3
Induktive Statistik
3
Instrumentation
3
Multiple bubbles
3
Real time detector
3
Risikomaß
3
Risk measure
3
Spekulationsblase
3
Statistical inference
3
limit theory
3
t-statistic
3
Bubble implosion
2
Cauchy distribution
2
Cauchy limit theory
2
Cointegration
2
Confidence intervals
2
Diffusion
2
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2
Euler approximation
2
Functional central limit theory
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Free
25
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8
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Book / Working Paper
27
Article
11
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Arbeitspapier
8
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8
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English
23
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15
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Phillips, Peter C.B.
11
Magdalinos, Tassos
9
Phillips, Peter C. B.
8
Shi, Shu-Ping
5
Yu, Jun
4
Park, Joon Y.
2
Petrova, Katerina
2
Shephard, Neil
2
Ysusi, Carla
2
Barndorff-Nielsen, Ole
1
Barndorff-Nielsen, Ole E.
1
Chessa, Alessandro
1
Djete, Mao Fabrice
1
Duembgen, Moritz
1
Fei, Yijie
1
Fu, Michael
1
Gil Jaime, Jesús
1
Giraitis, Liudas
1
Glynn, Peter W.
1
Hall, Peter
1
Hoga, Yannick
1
Hu, Jian-Qiang
1
Ivanov, Plamen Ch.
1
Jin, Sainan
1
Lee, Youngki
1
Magadalinos, Tassos
1
Matia, Kaushik
1
Olmo, Jose
1
Omey, Edward
1
Peng, Yijie
1
Petrova, Petrova
1
Podobnik, Boris
1
Podolskij, Mark
1
Possamaï, Dylan
1
Shi, Shuping
1
Solo, Victor
1
Stanley, H. Eugene
1
Tan, Xiaolu
1
Vesilo, Rein
1
Wang, Qiying
1
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Cowles Foundation for Research in Economics, Yale University
10
School of Economics, Singapore Management University
3
Department of Economics, Oxford University
1
Economics Group, Nuffield College, University of Oxford
1
Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
1
Granger Centre for Time Series Econometrics, School of Economics
1
London School of Economics (LSE)
1
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Cowles Foundation Discussion Papers
10
Cowles Foundation discussion paper
5
Working Papers / School of Economics, Singapore Management University
3
International Journal of Monetary Economics and Finance
2
BSE working paper : working papers
1
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Economics Series Working Papers / Department of Economics, Oxford University
1
Economics letters
1
INFORMS journal on computing : JOC
1
International economic review
1
Journal of Econometrics
1
Journal of financial econometrics
1
LSE Research Online Documents on Economics
1
Mathematics of operations research
1
Physica A: Statistical Mechanics and its Applications
1
Staff reports / Federal Reserve Bank of New York
1
Stochastic Processes and their Applications
1
Working Papers / Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel)
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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RePEc
23
ECONIS (ZBW)
14
BASE
1
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1
Uniform inference with general autoregressive processes
Magdalinos, Tassos
;
Petrova, Petrova
-
2025
near-stationary and a mildly explosive artificially constructed instrument, delivers mixed-Gaussian
limit
theory
and gives …
Persistent link: https://www.econbiz.de/10015396070
Saved in:
2
Measuring and testing systemic risk from the cross-section of stock returns
Gil Jaime, Jesús
;
Olmo, Jose
-
2024
Persistent link: https://www.econbiz.de/10015338815
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
Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos
;
Petrova, Katerina
-
2022
Persistent link: https://www.econbiz.de/10013365457
Saved in:
5
Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos
;
Petrova, Katerina
-
2022
Persistent link: https://www.econbiz.de/10013366052
Saved in:
6
Limit
theory
for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
-
2021
Persistent link: https://www.econbiz.de/10012807797
Saved in:
7
Limit
theory
for forecasts of extreme distortion risk measures and expectiles
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10012878185
Saved in:
8
McKean-Vlasov optimal control :
limit
theory
and equivalence between different formulations
Djete, Mao Fabrice
;
Possamaï, Dylan
;
Tan, Xiaolu
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 2891-2930
Persistent link: https://www.econbiz.de/10014311392
Saved in:
9
Computing sensitivities for distortion risk measures
Glynn, Peter W.
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012796944
Saved in:
10
Business cycles, trend elimination, and the HP filter
Phillips, Peter C. B.
;
Jin, Sainan
-
2015
Persistent link: https://www.econbiz.de/10011312319
Saved in:
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