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~person:"Phillips, Peter C. B."
~subject:"Stochastic process"
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Stochastic process
Theorie
337
Theory
337
Estimation theory
298
Schätztheorie
298
Time series analysis
204
Zeitreihenanalyse
204
Regression analysis
131
Regressionsanalyse
131
Einheitswurzeltest
83
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83
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75
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71
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70
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65
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50
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English
75
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Phillips, Peter C. B.
Koopman, Siem Jan
59
Chiarella, Carl
54
Sethi, Suresh
49
McAleer, Michael
45
Cui, Zhenyu
44
Ferrari, Giorgio
42
Platen, Eckhard
42
Takahashi, Akihiko
41
Escudero, Laureano F.
39
Post, Thierry
39
Yu, Jun
38
Barndorff-Nielsen, Ole E.
35
Fabozzi, Frank J.
35
Escobar, Marcos
32
Madan, Dilip B.
32
Elliott, Robert J.
31
Benth, Fred Espen
30
Todorov, Viktor
28
Wong, Hoi Ying
28
Carr, Peter
27
Chan, Joshua
27
Gao, Jiti
27
Hainaut, Donatien
27
Račev, Svetlozar T.
26
Siu, Tak Kuen
26
Asai, Manabu
25
Linton, Oliver
25
Nguyen, Duy
25
Gendreau, Michel
24
Grasselli, Martino
24
Zhang, Qing
24
Yamada, Toshihiro
23
Inderfurth, Karl
22
Kleijnen, Jack P. C.
22
Leung, Tim
22
Shephard, Neil G.
22
Topaloglou, Nikolas
22
Fouque, Jean-Pierre
21
Kohlmann, Michael
21
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Cowles Foundation discussion paper
23
Cowles Foundation Discussion Paper
10
Journal of econometrics
9
Econometric theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global COE Hi-Stat discussion paper series
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of quantitative economics
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
The econometrics journal
1
Time series analysis : in memory of E. J. Hannan
1
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ECONIS (ZBW)
75
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1
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:
2
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:
3
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
4
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
Saved in:
5
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
6
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
7
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
8
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
-
2018
. Limit
theory
for the sample kurtosis reveals that STUR specifications provide two sources of excess kurtosis, both of which …
Persistent link: https://www.econbiz.de/10011948760
Saved in:
9
Hybrid Stochastic Local Unit Roots
Lieberman, Offer
-
2018
theory
and asymptotic expansions for the process and document how inference in LUR and STUR autoregressions is affected …
Persistent link: https://www.econbiz.de/10012931700
Saved in:
10
Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping
;
Phillips, Peter C. B.
- In:
Economics letters
172
(
2018
),
pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
Saved in:
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