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person:"Phillips, Peter C. B."
~person:"Chen, Songnian"
~person:"Ohtani, Kazuhiro"
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Search: subject_exact:"Estimation theory"
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Estimation theory
387
Schätztheorie
387
Regression analysis
108
Regressionsanalyse
108
Time series analysis
98
Zeitreihenanalyse
98
Theorie
91
Theory
91
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Cointegration
43
Kointegration
43
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40
Statistischer Test
40
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31
Panel study
31
Autocorrelation
28
Autokorrelation
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19
Statistische Verteilung
19
Stochastic process
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Stochastischer Prozess
18
Bias
17
Systematischer Fehler
17
Estimation
16
Schätzung
16
Correlation
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Korrelation
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Nonlinear regression
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161
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387
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Phillips, Peter C. B.
Chen, Songnian
Ohtani, Kazuhiro
Pesaran, M. Hashem
184
Gao, Jiti
165
Härdle, Wolfgang
144
Linton, Oliver
142
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Baltagi, Badi H.
107
Chernozhukov, Victor
106
Chen, Xiaohong
98
Kapetanios, George
92
Imbens, Guido
91
Gouriéroux, Christian
90
Heckman, James J.
86
Lütkepohl, Helmut
86
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
75
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Su, Liangjun
70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
69
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
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Cowles Foundation discussion paper
102
Journal of econometrics
56
Cowles Foundation Discussion Paper
44
Econometric theory
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Economics letters
10
Kobe University economic review
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Econometric reviews
5
The econometrics journal
5
Cowles Foundation paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The review of economic studies
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Applied economics letters
3
Discussion paper
3
Discussion paper / Department of Economics, University of Canterbury
3
Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai kikanshi
3
Oxford bulletin of economics and statistics
3
Statistical papers
3
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
3
Working paper
3
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Annals of economics and statistics
1
Cowles Foundation Discussion Paper 1768
1
Discussion paper / Department of Economics, University of California San Diego
1
ERID working paper
1
Econometric advances in spatial modelling and methodology : essays in honour of Jean Paelinck
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economic modelling
1
Essays in honor of Cheng Hsiao
1
Handbook of applied econometrics and statistical inference
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
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ECONIS (ZBW)
387
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387
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1
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:
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
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/10013326614
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