//--> //--> //--> //-->
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:"Francq, Christian"
~subject:"Estimation"
~subject:"Heteroscedasticity"
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
Estimation
Heteroscedasticity
Estimation theory
115
Schätztheorie
115
Time series analysis
34
Zeitreihenanalyse
34
Theorie
33
Theory
33
Regression analysis
21
Regressionsanalyse
21
ARCH model
18
ARCH-Modell
18
Schätzung
15
Cointegration
14
Kointegration
14
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Statistical test
11
Statistischer Test
11
Einheitswurzeltest
10
Unit root test
10
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel
8
Panel study
8
Volatility
8
Volatilität
8
Statistical distribution
7
Statistische Verteilung
7
Stochastic process
7
Stochastischer Prozess
7
Autocorrelation
6
Autokorrelation
6
Forecasting model
6
Induktive Statistik
6
Prognoseverfahren
6
Statistical inference
6
Bias
5
Endogeneity
5
Risikomaß
5
Risk measure
5
more ...
less ...
Online availability
All
Undetermined
10
Free
1
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Phillips, Peter C. B.
Francq, Christian
Kumbhakar, Subal
15
Su, Liangjun
13
Gao, Jiti
12
Linton, Oliver
12
Tauchen, George Eugene
12
Lütkepohl, Helmut
10
Todorov, Viktor
10
Baltagi, Badi H.
9
Kumar, Dilip
9
Lee, Lung-fei
9
Li, Jia
9
Sun, Yixiao
9
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Li, Qi
8
Ramírez, Miguel D.
8
Tsionas, Efthymios G.
8
Cai, Zongwu
7
Egger, Peter
7
Jochmans, Koen
7
Kapetanios, George
7
Kim, Donggyu
7
Pesaran, M. Hashem
7
Wooldridge, Jeffrey M.
7
Zakoïan, Jean-Michel
7
Koop, Gary
6
Lesage, James P.
6
Lu, Xun
6
Park, Joon Y.
6
Parmeter, Christopher F.
6
Racine, Jeffrey
6
Sun, Yiguo
6
Swanson, Norman R.
6
Taylor, Robert
6
Tu, Yundong
6
Wang, Yazhen
6
Westerlund, Joakim
6
White, Halbert
6
more ...
less ...
Published in...
All
Journal of econometrics
10
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annals of economics and statistics
1
Economics letters
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
3
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
4
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
5
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
6
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
7
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
8
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
9
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
10
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->