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person:"Phillips, Peter C. B."
type_genre:"Article in journal"
~language:"eng"
~person:"Baltagi, Badi H."
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
154
Schätztheorie
154
Theorie
53
Theory
53
Panel
45
Panel study
45
Time series analysis
36
Zeitreihenanalyse
36
Regression analysis
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Phillips, Peter C. B.
Baltagi, Badi H.
Lee, Lung-fei
65
Linton, Oliver
63
Li, Qi
59
Andrews, Donald W. K.
51
Tsionas, Efthymios G.
48
Newey, Whitney K.
47
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Pesaran, M. Hashem
37
Wooldridge, Jeffrey M.
37
Chen, Songnian
35
McAleer, Michael
35
Simar, Léopold
34
Bera, Anil K.
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
White, Halbert
33
Hahn, Jinyong
32
Lütkepohl, Helmut
32
Perron, Pierre
32
Hsiao, Cheng
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Chen, Xiaohong
28
Giles, David E. A.
28
Krämer, Walter
28
Westerlund, Joakim
28
Zhang, Xinyu
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
Racine, Jeffrey
26
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26
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
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Journal of econometrics
42
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26
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12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The econometrics journal
8
Annales d'économie et de statistique
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
4
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4
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3
The review of economic studies
3
International economic review
2
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2
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1
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1
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1
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1
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1
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1
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Spatial economic analysis : the journal of the Regional Studies Association
1
Special issue on new developments in time series econometrics
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Studies in econometrics in honor of Carl F. Christ
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Testing integration and cointegration
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ECONIS (ZBW)
154
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154
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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
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
4
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
Saved in:
5
The Mundlak spatial estimator
Baltagi, Badi H.
-
2023
Persistent link: https://www.econbiz.de/10014382630
Saved in:
6
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:
7
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:
8
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:
9
The two-way Mundlak estimator
Baltagi, Badi H.
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 240-246
Persistent link: https://www.econbiz.de/10014305504
Saved in:
10
Parametric conditional mean inference with functional data applied to lifetime income curves
Cho, Jin Seo
;
Phillips, Peter C. B.
;
Seo, Juwon
- In:
International economic review
63
(
2022
)
1
,
pp. 391-456
Persistent link: https://www.econbiz.de/10012820808
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