//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Cowles Foundation discussion paper"
~subject:"Heteroscedasticity"
~subject:"Method of moments"
~subject:"Panel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Autoregressive model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Heteroscedasticity
Method of moments
Panel
Autocorrelation
26
Autokorrelation
26
Estimation theory
12
Schätztheorie
12
Theorie
12
Theory
12
Einheitswurzeltest
9
Time series analysis
9
Unit root test
9
Zeitreihenanalyse
9
Heteroskedastizität
5
IV-Schätzung
3
Induktive Statistik
3
Instrumental variables
3
Momentenmethode
3
Panel study
3
Regression analysis
3
Regressionsanalyse
3
Robust statistics
3
Robustes Verfahren
3
Statistical inference
3
Statistical test
3
Statistischer Test
3
Bias
2
Martingal
2
Martingale
2
Räumliche Interaktion
2
Spatial interaction
2
Systematischer Fehler
2
Conditional moment test
1
Core
1
Correlation
1
Cross-section analysis
1
Dynamic panel
1
Estimation
1
Experiment
1
Functional form misspecification
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
10
Author
All
Phillips, Peter C. B.
10
Sun, Yixiao
3
Sul, Donggyu
2
Choi, Chi-young
1
Dalla, Violetta
1
Giraitis, Liudas
1
Gouriéroux, Christian
1
Han, Chirok
1
Jin, Sainan
1
Jin, Sainin
1
Kyriacou, Maria
1
Lieberman, Offer
1
Rossi, Francesca
1
Yu, Jun
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Journal of econometrics
40
Economics letters
18
Econometric reviews
15
Econometric theory
14
Regional science & urban economics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
CESifo working papers
7
Cowles Foundation Discussion Paper
6
CESifo Working Paper Series
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Spatial economic analysis : the journal of the Regional Studies Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Recent work / Department of Economics, UC San Diego
4
The econometrics journal
4
Discussion paper / Tinbergen Institute
3
Discussion paper series / IZA
3
Discussion papers of interdisciplinary research project 373
3
Journal of applied econometrics
3
Oxford bulletin of economics and statistics
3
American journal of agricultural economics
2
Applied economics letters
2
Beiträge zur angewandten Wirtschaftsforschung
2
CEIS Working Paper
2
Cambridge working papers in economics
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Econometric Institute research papers
2
Finance research letters
2
International economic review
2
International regional science review
2
Japan and the world economy : international journal of theory and policy
2
Journal of financial econometrics
2
Journal of forecasting
2
MPIFG discussion paper
2
Recent work / Department of Economics, UCSD
2
SSE EFI working paper series in economics and finance
2
The European journal of finance
2
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
2
The review of economics and statistics
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2019
Persistent link: https://www.econbiz.de/10012131981
Saved in:
2
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
3
IV and GMM estimation and testing of multivariate stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011647403
Saved in:
4
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
-
2014
Persistent link: https://www.econbiz.de/10010463722
Saved in:
5
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
6
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
7
Indirect inference for dynamic panel models
Gouriéroux, Christian
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468437
Saved in:
8
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainin
-
2003
Persistent link: https://www.econbiz.de/10001741372
Saved in:
9
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001794764
Saved in:
10
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001798686
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->