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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Annals of economics and statistics"
~isPartOf:"Econometric theory"
~isPartOf:"Economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Andrews, Donald W. K."
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Panel study"
~subject:"Statistical inference"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Estimation theory
Forecasting model
Monte Carlo simulation
Panel study
Statistical inference
Stochastic process
Stochastischer Prozess
Schätztheorie
126
Time series analysis
37
Zeitreihenanalyse
37
Regression analysis
31
Regressionsanalyse
31
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29
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29
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18
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126
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Craig, Ben R.
Andrews, Donald W. K.
Imbens, Guido
Park, Joon Y.
Phillips, Peter C. B.
Taylor, Robert
Westerlund, Joakim
Linton, Oliver
42
Lee, Lung-fei
33
Chen, Songnian
27
Li, Qi
26
Su, Liangjun
24
Robinson, Peter M.
22
Florens, Jean-Pierre
19
Francq, Christian
19
Gao, Jiti
19
White, Halbert
19
Cai, Zongwu
18
Chen, Xiaohong
18
Gouriéroux, Christian
17
Newey, Whitney K.
17
Fan, Yanqin
16
Sun, Yixiao
16
Zakoïan, Jean-Michel
16
Baltagi, Badi H.
15
Leybourne, Stephen James
15
Hsiao, Cheng
14
Horowitz, Joel
13
Kristensen, Dennis
13
Pesaran, M. Hashem
13
Saikkonen, Pentti
13
Chambers, Marcus J.
12
Hansen, Bruce E.
12
Li, Degui
12
Perron, Pierre
12
Simar, Léopold
12
Wooldridge, Jeffrey M.
12
Xiao, Zhijie
12
Horváth, Lajos
11
Johansen, Søren
11
Lewbel, Arthur
11
Lütkepohl, Helmut
11
Magnus, Jan R.
11
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Annals of economics and statistics
Econometric theory
Economic review
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Oxford bulletin of economics and statistics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The review of economic studies
10
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8
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8
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6
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4
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2
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2
International economic review
2
Journal of international financial markets, institutions & money
2
The review of economics and statistics
2
Annales d'économie et de statistique
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Energy economics
1
Evaluation of training and other social programmes
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of human resources : JHR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Symposium on simulation methods in econometrics
1
Testing integration and cointegration
1
The review of economic studies : RES
1
The review of financial studies
1
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ECONIS (ZBW)
126
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
4
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
5
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
6
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
7
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
8
Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10013440512
Saved in:
9
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:
10
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
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