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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES"
~person:"Franses, Philip Hans"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"1960-1997"
~subject:"Autocorrelation"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Multivariate analysis"
~subject:"Regressionsanalyse"
~subject:"USA"
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Schätztheorie
1960-1997
Autocorrelation
Estimation theory
Estimation
Monte-Carlo-Simulation
Multivariate analysis
Regressionsanalyse
USA
Theorie
123
Theory
123
Time series analysis
50
Zeitreihenanalyse
50
Saisonale Schwankungen
21
Seasonal variations
21
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Schätzung
12
Regression analysis
11
United States
11
Forecasting model
10
Prognoseverfahren
10
Stochastic process
10
Stochastischer Prozess
10
Einheitswurzeltest
9
Unit root test
9
Statistical test
8
Statistischer Test
8
Panel
7
Panel study
7
Autokorrelation
6
Arbeitslosigkeit
5
Cointegration
5
Kointegration
5
Unemployment
5
ARCH model
4
ARCH-Modell
4
Capital income
4
Kapitaleinkommen
4
Marketing
4
Nichtlineare Regression
4
Nonlinear regression
4
Volatility
4
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3
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Article
42
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20
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41
Aufsatz in Zeitschrift
41
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20
Graue Literatur
20
Non-commercial literature
20
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20
Language
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English
62
Author
All
Franses, Philip Hans
Linton, Oliver
Phillips, Peter C. B.
Koop, Gary
18
Lucas, André
16
Pesaran, M. Hashem
15
Lee, Lung-fei
14
Chib, Siddhartha
13
Diebold, Francis X.
12
Steel, Mark F. J.
11
Dijk, Dick van
10
Koopman, Siem Jan
10
Dijk, Herman K. van
9
Ghysels, Eric
9
Marcellino, Massimiliano
9
Gouriéroux, Christian
8
King, Maxwell L.
8
Li, Qi
8
Paap, Richard
8
Swanson, Norman R.
8
Andrews, Donald W. K.
7
Baltagi, Badi H.
7
Clark, Todd E.
7
Granger, C. W. J.
7
Haldrup, Niels
7
Kohn, Robert
7
McAleer, Michael
7
Newey, Whitney K.
7
Timmermann, Allan
7
Ullah, Aman
7
Chen, Songnian
6
Galvão Júnior, Antônio Fialho
6
Gonzalo, Jesús
6
Harvey, Andrew C.
6
Khalaf, Lynda
6
Kleibergen, Frank
6
MacKinnon, James G.
6
Robinson, Peter M.
6
Sentana, Enrique
6
Smith, Richard J.
6
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Published in...
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
Cowles Foundation discussion paper
41
Econometric theory
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Cowles Foundation Discussion Paper
14
Cambridge working papers in economics
8
Econometric Institute research papers
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
7
Discussion paper / Tinbergen Institute
6
Econometric reviews
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Oxford bulletin of economics and statistics
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Cambridge-INET working papers
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Janeway Institute working paper series
3
Macroeconomic dynamics
3
The econometrics journal
3
The review of economic studies
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper series / LSE Financial Markets Group
2
Discussion papers of interdisciplinary research project 373
2
ERIM report series research in management
2
Economics letters
2
NCER working paper series
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Testing integration and cointegration
2
Applied economics letters
1
Applied mathematical finance
1
Boston College working papers in economics
1
Discussion paper / Center for Economic Research, Tilburg University
1
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ECONIS (ZBW)
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1
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
2
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
3
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
4
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
5
Dynamic misspecification in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C. B.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 270-284
Persistent link: https://www.econbiz.de/10009612740
Saved in:
6
Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
;
Linton, Oliver
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 150-160
Persistent link: https://www.econbiz.de/10009159097
Saved in:
7
Bias in estimating multivariate and univariate diffusions
Wang, Xiaohu
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 228-245
Persistent link: https://www.econbiz.de/10009242147
Saved in:
8
Indirect inference for dynamic panel models
Gouriéroux, Christian
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 68-77
Persistent link: https://www.econbiz.de/10008661852
Saved in:
9
Long memory and long run variation
Phillips, Peter C. B.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 150-158
Persistent link: https://www.econbiz.de/10003877960
Saved in:
10
Measuring changes in consumer confidence
Oest, Rutger van
;
Franses, Philip Hans
- In:
Journal of economic psychology : research in economic …
29
(
2008
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003755137
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