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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Cointegration"
~subject:"Statistical test"
~subject:"Statistical theory"
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Search: subject_exact:"Estimation theory"
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Theorie
Cointegration
Statistical test
Statistical theory
Estimation theory
552
Schätztheorie
552
Theory
271
Time series analysis
75
Zeitreihenanalyse
75
Regression analysis
63
Regressionsanalyse
63
Nichtparametrisches Verfahren
56
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56
Statistischer Test
39
Statistical distribution
28
Statistische Verteilung
28
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22
Momentenmethode
22
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21
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19
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18
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Probability theory
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Phillips, Peter C. B.
38
Andrews, Donald W. K.
19
Robert, Christian P.
17
Gouriéroux, Christian
16
Zakoïan, Jean-Michel
11
Francq, Christian
10
Guégan, Dominique
10
Chen, Xiaohong
7
Jasiak, Joann
7
Comte, Fabienne
6
Monfort, Alain
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Fermanian, Jean-David
5
Guerre, Emmanuel
5
Hristache, Marian
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
Scaillet, Olivier
5
Sun, Yixiao
5
Armstrong, Timothy B.
4
Baltagi, Badi H.
4
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Guggenberger, Patrik
4
Lardjane, Salim
4
Lieberman, Offer
4
Patilea, Valentin
4
Srivastava, Virendra K.
4
Sul, Donggyu
4
Yu, Jun
4
Bertail, Patrice
3
Blundell, Richard W.
3
Casella, George
3
Crépon, Bruno
3
Gayraud, Ghislaine
3
Ghysels, Eric
3
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Statistical papers
Cowles Foundation discussion paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
569
Economics letters
443
Econometric theory
343
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
251
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
247
Econometric reviews
198
Journal of applied econometrics
143
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Oxford bulletin of economics and statistics
119
Discussion paper / Tinbergen Institute
104
Discussion paper / Center for Economic Research, Tilburg University
94
Working paper / National Bureau of Economic Research, Inc.
89
CORE discussion paper : DP
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
The econometrics journal
76
The review of economic studies
66
CEMMAP working papers / Centre for Microdata Methods and Practice
65
Applied economics
62
Working paper series
61
Annales d'économie et de statistique
59
Discussion paper series / IZA
59
International economic review
59
Technical working paper / National Bureau of Economic Research
58
Metrika : international journal for theoretical and applied statistics
57
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
Journal of forecasting
52
American journal of agricultural economics
51
Working paper
48
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
46
SFB 649 discussion paper
45
Economic modelling
43
Journal of the Royal Statistical Society
42
Working paper / Department of Econometrics and Business Statistics, Monash University
41
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ECONIS (ZBW)
319
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1
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
3
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
4
Foundations of demand estimation
Berry, Steven
;
Haile, Philip A.
-
2021
Persistent link: https://www.econbiz.de/10012629945
Saved in:
5
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
6
Adaptive, rate-optimal testing in instrumental variables models
Breunig, Christoph
;
Chen, Xiaohong
-
2020
-
Revised June 16, 2020
Persistent link: https://www.econbiz.de/10012320549
Saved in:
7
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
8
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
-
2020
Persistent link: https://www.econbiz.de/10012320628
Saved in:
9
Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2020
Persistent link: https://www.econbiz.de/10012322364
Saved in:
10
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
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