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subject:"Time series analysis"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Time series analysis
Estimation theory
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Metallmarkt
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On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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2
Limit theory for explosively cointegrated systems
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723140
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3
Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate
Bardet, Jean-Marc
;
Doukhan, Paul
;
León, José-Raphael
-
2005
Persistent link: https://www.econbiz.de/10003333894
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4
The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter
;
Guerre, Emmanuel
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1995
Persistent link: https://www.econbiz.de/10000912860
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5
Hyper-consistent estimation of a unit root in time series regression
Phillips, Peter C. B.
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1992
Persistent link: https://www.econbiz.de/10000852458
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6
Unit roots
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828947
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