//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Phillips, Peter C. B."
type_genre:"Article in journal"
~person:"Bai, Jushan"
~subject:"Theory"
~type_genre:"Multi-volume publication"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theory
Estimation theory
121
Schätztheorie
121
Theorie
43
Time series analysis
31
Zeitreihenanalyse
31
Panel
22
Panel study
22
Regression analysis
21
Regressionsanalyse
21
Cointegration
15
Kointegration
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Einheitswurzeltest
10
Estimation
10
Schätzung
10
Unit root test
10
Statistical test
9
Statistischer Test
9
Correlation
7
Endogeneity
7
Induktive Statistik
7
Korrelation
7
Statistical inference
7
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Prognoseverfahren
6
Statistical distribution
6
Statistische Verteilung
6
Autocorrelation
5
Autokorrelation
5
Bias
5
Systematischer Fehler
5
Heteroscedasticity
4
Heteroskedastizität
4
Stochastic process
4
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
42
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Multi-volume publication
Aufsatz in Zeitschrift
43
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Aufsatz im Buch
2
Book section
2
Aufsatzsammlung
1
Bibliografie
1
Collection of articles of several authors
1
Conference proceedings
1
Festschrift
1
Interview
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
43
Author
All
Phillips, Peter C. B.
Bai, Jushan
Andrews, Donald W. K.
30
Newey, Whitney K.
27
Li, Qi
25
Baltagi, Badi H.
24
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
Giles, David E. A.
19
Gouriéroux, Christian
19
McAleer, Michael
19
Horowitz, Joel
18
Krämer, Walter
18
King, Maxwell L.
17
Lee, Lung-fei
17
Ullah, Aman
17
Granger, C. W. J.
16
Robinson, Peter M.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Schmidt, Peter
15
Kelejian, Harry H.
14
Bera, Anil K.
13
Godfrey, L. G.
13
Lütkepohl, Helmut
13
Rilstone, Paul
13
Smith, Richard J.
13
Franses, Philip Hans
12
Ghysels, Eric
12
Hendry, David F.
12
Hill, Rufus Carter
12
Imbens, Guido
12
Linton, Oliver
12
Maddala, Gangadharrao S.
12
Perron, Pierre
12
Simar, Léopold
12
Arellano, Manuel
11
Fan, Yanqin
11
Hsiao, Cheng
11
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric theory
8
Journal of econometrics
7
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
The review of economics and statistics
2
Annual review of economics
1
Foundations and trends in econometrics
1
Journal of applied econometrics
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The econometrics journal
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Econometric analysis of large factor models
Bai, Jushan
;
Wang, Peng
- In:
Annual review of economics
8
(
2016
),
pp. 53-80
Persistent link: https://www.econbiz.de/10011743160
Saved in:
2
Panel data models with interactive fixed effects
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
4
,
pp. 1229-1279
Persistent link: https://www.econbiz.de/10003881957
Saved in:
3
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
4
Large dimensional factor analysis
Bai, Jushan
;
Ng, Serena
-
2008
Persistent link: https://www.econbiz.de/10003754726
Saved in:
5
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
6
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
7
Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
8
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
9
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
Saved in:
10
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->