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person:"Pesaran, M. Hashem"
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Search: subject_exact:"Estimation theory"
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Estimation theory
101
Schätztheorie
101
Regression analysis
32
Regressionsanalyse
32
Time series analysis
28
Zeitreihenanalyse
28
Theorie
15
Theory
15
Statistical test
14
Statistischer Test
14
Cointegration
12
Kointegration
12
Heteroscedasticity
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Heteroskedastizität
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Autokorrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Panel
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Panel study
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Unit root test
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Statistical distribution
7
Statistische Verteilung
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Nichtlineare Regression
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Nonlinear regression
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Stochastic process
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Stochastischer Prozess
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Correlation
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Systematischer Fehler
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Endogeneity
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Estimation
4
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101
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Pesaran, M. Hashem
Phillips, Peter C. B.
Su, Liangjun
Andrews, Donald W. K.
39
Chen, Xiaohong
18
Guggenberger, Patrik
10
Armstrong, Timothy B.
8
Otsu, Taisuke
7
Sun, Yixiao
7
Cheng, Xu
5
Ploberger, Werner
5
Yu, Jun
5
Cho, Jin Seo
4
Fair, Ray C.
4
Gao, Jiti
4
Hajivassiliou, Vassilis Argyrou
4
Jin, Sainan
4
Lieberman, Offer
4
Pouzo, Demian
4
Shimotsu, Katsumi
4
Sul, Donggyu
4
Wang, Qiying
4
Wang, Ying
4
Chernozhukov, Victor
3
Giraitis, Liudas
3
Han, Chirok
3
Kheifets, Igor
3
Kolesár, Michal
3
Linton, Oliver
3
Shi, Xiaoxia
3
Bandi, Federico M.
2
Brown, Donald J.
2
Chao, John C.
2
Christensen, Timothy M.
2
Dalla, Violetta
2
Fan, Yanqin
2
Fernández-Val, Iván
2
Jiang, Liang
2
Kitamura, Yuichi
2
Leeb, Hannes
2
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Cowles Foundation discussion paper
Journal of econometrics
59
Cowles Foundation Discussion Paper
44
CESifo working papers
29
Econometric theory
29
DAE working paper
19
CESifo Working Paper Series
13
Cambridge working papers in economics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
USC-INET Research Paper
10
CESifo Working Paper
8
Econometric reviews
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Oxford bulletin of economics and statistics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion paper series / IZA
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Globalization and Monetary Policy Institute Working Paper
5
The econometrics journal
5
Working paper
5
Cowles Foundation paper
4
IZA Discussion Paper
4
Journal of applied econometrics
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Economics reprint / University of Cambridge, Department of Applied Economics
3
The review of economic studies
3
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
2
Boston College working papers in economics
2
Econometrics : open access journal
2
Globalization Institute Working Paper
2
International economic review
2
Journal of the American Statistical Association : JASA
2
Quantitative economics : QE ; journal of the Econometric Society
2
The economic journal : the journal of the Royal Economic Society
2
Working papers in economics and econometrics
2
A World Bank study
1
Annals of economics and statistics
1
CAFE Research Paper
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ECONIS (ZBW)
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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
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:
3
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
4
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:
5
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:
6
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:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
8
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:
9
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
10
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
-
2021
Persistent link: https://www.econbiz.de/10012807797
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