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person:"Craig, Ben R."
subject:"Exchange rate"
~person:"Andrews, Donald W. K."
~person:"Imbens, Guido"
~person:"Li, Qi"
~person:"Park, Joon Y."
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Maximum likelihood estimation"
~subject:"Regression analysis"
~subject:"Statistical inference"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Exchange rate
Einheitswurzeltest
Estimation theory
Forecasting model
Maximum likelihood estimation
Regression analysis
Statistical inference
Stochastischer Prozess
Schätztheorie
294
Theorie
103
Theory
103
Time series analysis
67
Zeitreihenanalyse
67
Regressionsanalyse
59
Nichtparametrisches Verfahren
55
Nonparametric statistics
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33
Panel study
33
Estimation
31
Schätzung
31
Unit root test
27
Statistical test
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Statistischer Test
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Kointegration
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Induktive Statistik
16
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Statistical theory
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Craig, Ben R.
Andrews, Donald W. K.
Imbens, Guido
Li, Qi
Park, Joon Y.
Phillips, Peter C. B.
Taylor, Robert
Westerlund, Joakim
Lee, Lung-fei
65
Linton, Oliver
65
Baltagi, Badi H.
63
Newey, Whitney K.
49
Tsionas, Efthymios G.
49
Su, Liangjun
46
Ullah, Aman
46
Kumbhakar, Subal
40
Robinson, Peter M.
39
Wooldridge, Jeffrey M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Pesaran, M. Hashem
37
Simar, Léopold
37
McAleer, Michael
36
Chen, Songnian
35
Parmeter, Christopher F.
34
Perron, Pierre
34
White, Halbert
34
Bera, Anil K.
33
Hahn, Jinyong
33
Horowitz, Joel
33
Lütkepohl, Helmut
33
Gouriéroux, Christian
32
Hsiao, Cheng
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Zhang, Xinyu
28
Florens, Jean-Pierre
27
Hansen, Bruce E.
26
Leybourne, Stephen James
26
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Journal of econometrics
92
Econometric theory
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Economics letters
15
Econometric reviews
11
The review of economic studies
10
Oxford bulletin of economics and statistics
9
The econometrics journal
9
International economic review
4
Quantitative economics : QE ; journal of the Econometric Society
4
Econometrics : open access journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Annales d'économie et de statistique
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The review of economics and statistics
2
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1
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1
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1
Economic modelling
1
Economic review
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
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
Special issue on new developments in time series econometrics
1
Statistical papers
1
Studies in econometrics in honor of Carl F. Christ
1
Symposium on simulation methods in econometrics
1
Testing integration and cointegration
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The review of economic studies : RES
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ECONIS (ZBW)
294
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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
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
4
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:
5
A simple nonparametric approach for estimation and inference of conditional quantile functions
Fang, Zheng
;
Li, Qi
;
Yan, Karen Xueqing
- In:
Econometric theory
39
(
2023
)
2
,
pp. 290-320
Persistent link: https://www.econbiz.de/10014306312
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
7
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
8
Misspecified moment inequality models : inference and diagnostics
Andrews, Donald W. K.
;
Kwon, Soonwoo
- In:
The review of economic studies : RES
91
(
2024
)
1
,
pp. 45-76
Persistent link: https://www.econbiz.de/10014528566
Saved in:
9
Optimal experimental design for staggered rollouts
Xiong, Ruoxuan
;
Athey, Susan
;
Bayati, Mohsen
;
Imbens, Guido
- In:
Management science : journal of the Institute for …
70
(
2024
)
8
,
pp. 5317-5336
Persistent link: https://www.econbiz.de/10015047106
Saved in:
10
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
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