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person:"Giles, David E. A."
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Chernozhukov, Victor"
~person:"Levin, Andrew T."
~person:"Phillips, Peter C. B."
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Search: subject_exact:"Estimation theory"
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Estimation theory
109
Schätztheorie
109
Regression analysis
34
Regressionsanalyse
34
Time series analysis
28
Zeitreihenanalyse
28
Theorie
16
Theory
16
Statistical test
15
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Cointegration
12
Kointegration
12
Heteroscedasticity
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Heteroskedastizität
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10
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Nichtparametrisches Verfahren
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Statistische Verteilung
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Nichtlineare Regression
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Stochastic process
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Estimation
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Schätzung
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109
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Giles, David E. A.
Chernozhukov, Victor
Levin, Andrew T.
Phillips, Peter C. B.
Andrews, Donald W. K.
41
Chen, Xiaohong
22
White, Halbert
21
Engle, Robert F.
11
Granger, C. W. J.
11
Guggenberger, Patrik
10
Sun, Yixiao
10
Armstrong, Timothy B.
8
Otsu, Taisuke
7
Cheng, Xu
5
Elliott, Graham
5
Jin, Sainan
5
Ploberger, Werner
5
Sul, Donggyu
5
Yu, Jun
5
Cho, Jin Seo
4
Den Haan, Wouter J.
4
Fair, Ray C.
4
Gao, Jiti
4
Hajivassiliou, Vassilis Argyrou
4
Lieberman, Offer
4
Pouzo, Demian
4
Shimotsu, Katsumi
4
Wang, Qiying
4
Wang, Ying
4
Giraitis, Liudas
3
Hamilton, James D.
3
Han, Chirok
3
Hong, Yongmiao
3
Kheifets, Igor
3
Kim, Tae-hwan
3
Kolesár, Michal
3
Linton, Oliver
3
Sakata, Shinichi
3
Shi, Xiaoxia
3
Stock, James H.
3
Su, Liangjun
3
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Cowles Foundation discussion paper
Discussion paper / Department of Economics, University of California San Diego
Cowles Foundation Discussion Paper
46
CEMMAP working papers / Centre for Microdata Methods and Practice
45
Journal of econometrics
37
Econometric theory
23
Discussion paper / Department of Economics, University of Canterbury
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Economics letters
12
Massachusetts Institute of Technology Department of Economics working paper series : working paper
12
Discussion paper
8
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Oxford bulletin of economics and statistics
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
MIT Department of Economics Working Paper
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
NBER Working Paper
5
Quantitative economics : QE ; journal of the Econometric Society
5
Cowles Foundation paper
4
The econometrics journal
4
The review of economic studies
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometric reviews
3
Journal of quantitative economics
3
Technical working paper / National Bureau of Economic Research
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
NBER technical working paper series
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NBER working paper series
2
Annals of economics and statistics
1
Applied financial economics
1
Computer-aided econometrics
1
Cowles Foundation Discussion Paper 1768
1
Discussion paper / University of Bristol, Department of Economics
1
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
1
Econometrics working paper : EWP
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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
Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US
Morgan, Lynn Bergeland
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2023
Persistent link: https://www.econbiz.de/10014538947
Saved in:
3
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
4
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
5
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:
6
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
7
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:
8
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
9
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:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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