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Time series analysis
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Phillips, Peter C. B.
63
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18
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13
Xiao, Zhijie
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Journal of econometrics
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Cowles Foundation discussion paper
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Econometric theory
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric reviews
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Economics letters
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2000
-
Rev.: May 2000
Persistent link: https://www.econbiz.de/10001512674
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2
Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe
-
2000
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001516312
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3
Pooled log periodogram regression
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499557
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4
MALCOLM : the theory and practice of cointegration analysis in RATS
Oxley, Les
- In:
Journal of economic surveys
14
(
2000
)
3
,
pp. 359-371
Persistent link: https://www.econbiz.de/10001504130
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5
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometric reviews
19
(
2000
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
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6
Nonsense regressions due to neglected time-varying means
Hassler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10001538047
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7
Combining analysts' forecasts with causal model forecasts of earnings growth
Terregrossa, Salvatore J.
- In:
Applied financial economics
9
(
1999
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001454302
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8
Linear model selection in the presence of outliers and break points
Polasek, Wolfgang
;
Ren, Lei
-
1999
Persistent link: https://www.econbiz.de/10001433675
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9
Alternative approaches to real exchange rates and real interest rates : three up and three down
Edison, Hali J.
;
Melick, William Robert
- In:
International journal of finance & economics : IJFE
4
(
1999
)
2
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001434282
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10
Wage flexibility for skilled and unskilled workers : new evidence on the Norwegian wage curve
Johansen, Kåre
- In:
Labour : review of labour economics and industrial relations
13
(
1999
)
2
,
pp. 413-432
Persistent link: https://www.econbiz.de/10001435712
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