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person:"Phillips, Peter C. B."
type_genre:"Article in journal"
~person:"Scaillet, Olivier"
~type_genre:"Conference proceedings"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Estimation theory
237
Schätztheorie
237
Theorie
70
Theory
70
Time series analysis
60
Zeitreihenanalyse
60
Regression analysis
57
Regressionsanalyse
57
Nichtparametrisches Verfahren
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Nonparametric statistics
38
Statistical test
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Statistischer Test
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Cointegration
26
Kointegration
26
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20
Panel study
20
Autocorrelation
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Autokorrelation
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Estimation
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Schätzung
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Einheitswurzeltest
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Unit root test
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Statistical distribution
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Statistische Verteilung
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Bias
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Systematischer Fehler
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Correlation
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Korrelation
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Prognoseverfahren
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Stochastic process
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Stochastischer Prozess
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Endogeneity
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Induktive Statistik
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Nichtlineare Regression
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Nonlinear regression
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Free
102
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Book / Working Paper
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Arbeitspapier
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Graue Literatur
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English
237
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Phillips, Peter C. B.
Scaillet, Olivier
Härdle, Wolfgang
132
Linton, Oliver
122
Gao, Jiti
114
Pesaran, M. Hashem
114
Newey, Whitney K.
96
Chernozhukov, Victor
89
McAleer, Michael
89
Imbens, Guido
84
Andrews, Donald W. K.
79
Gouriéroux, Christian
77
Baltagi, Badi H.
76
Lütkepohl, Helmut
75
Kapetanios, George
68
Lee, Lung-fei
68
Dette, Holger
67
Simar, Léopold
67
Chen, Xiaohong
64
Li, Qi
63
Horowitz, Joel
62
Lechner, Michael
61
Robinson, Peter M.
61
Cai, Zongwu
60
Franses, Philip Hans
59
Nielsen, Morten Ørregaard
59
Sentana, Enrique
59
Wooldridge, Jeffrey M.
59
Johansen, Søren
55
White, Halbert
55
Swanson, Norman R.
54
Su, Liangjun
53
Magnus, Jan R.
52
Tsionas, Efthymios G.
52
Ullah, Aman
51
Bera, Anil K.
50
Koopman, Siem Jan
50
Lewbel, Arthur
50
Smith, Richard J.
49
Zakoïan, Jean-Michel
48
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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2
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Cowles Foundation discussion paper
81
Journal of econometrics
36
Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Research paper series / Swiss Finance Institute
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Swiss Finance Institute Research Paper
5
The econometrics journal
5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
Oxford bulletin of economics and statistics
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
The review of economic studies
3
Working paper
3
Annals of economics and statistics
2
CORE discussion paper : DP
2
Documents de travail / THEMA
2
Econometric reviews
2
Econometrics : open access journal
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
IRES discussion papers
2
International economic review
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research paper / International Center for Financial Asset Management and Engineering
2
Discussion paper
1
Discussion paper / Department of Economics, University of California San Diego
1
FAME research paper series
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Swiss Finance Institute Research Paper 06-30
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Testing integration and cointegration
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The review of financial studies
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ECONIS (ZBW)
237
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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
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:
3
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:
4
Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US
Morgan, Lynn Bergeland
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2023
Persistent link: https://www.econbiz.de/10014538947
Saved in:
5
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:
6
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
7
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:
8
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:
9
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:
10
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/10013542193
Saved in:
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