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person:"Lee, Lung-fei"
subject:"Schätztheorie"
~person:"Phillips, Peter C. B."
~person:"Srivastava, Virendra K."
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Schätztheorie
Theorie
422
Theory
422
Time series analysis
131
Zeitreihenanalyse
131
Estimation theory
96
Stochastic process
59
Stochastischer Prozess
59
Einheitswurzeltest
58
Unit root test
58
Regression analysis
54
Regressionsanalyse
54
Autokorrelation
43
Autocorrelation
42
Panel
41
Panel study
41
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Ökonometrie
31
Method of moments
30
Momentenmethode
30
Cointegration
29
Econometrics
28
Kointegration
28
Statistical test
27
Statistischer Test
27
Estimation
25
Schätzung
25
Modellierung
18
Scientific modelling
18
Bias
17
Bubbles
17
Spekulationsblase
17
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
Regional economics
16
Regionalökonomik
16
Räumliche Interaktion
16
Spatial interaction
16
Systematischer Fehler
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63
Arbeitspapier
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Graue Literatur
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English
96
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Lee, Lung-fei
Phillips, Peter C. B.
Srivastava, Virendra K.
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Robert, Christian P.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Kleibergen, Frank
20
Lütkepohl, Helmut
20
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Cowles Foundation discussion paper
15
Journal of econometrics
15
Econometric theory
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Statistical papers
4
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
Econometric reviews
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Discussion paper / Department of Economics, University of Canterbury
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and finance
1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
Economics letters
1
Handbook of econometrics ; Vol. 1
1
Metrika : international journal for theoretical and applied statistics
1
Special issue on new developments in time series econometrics
1
Statistics : textbooks and monographs
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The review of economics and statistics
1
The review of financial studies
1
Working papers in economics
1
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ECONIS (ZBW)
96
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1
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
2
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:
3
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
4
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
5
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
6
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468433
Saved in:
7
Long run variance estimation using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001794759
Saved in:
8
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:
9
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001798686
Saved in:
10
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/10001873256
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