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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Franses, Philip Hans"
~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Multivariate analysis"
~subject:"USA"
~type_genre:"Article in journal"
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Schätztheorie
Estimation theory
Estimation
Monte-Carlo-Simulation
Multivariate analysis
USA
Theorie
62
Theory
62
Time series analysis
25
Zeitreihenanalyse
25
Einheitswurzeltest
8
Stochastic process
8
Stochastischer Prozess
8
Unit root test
8
Panel
7
Panel study
7
Schätzung
7
United States
7
Autocorrelation
6
Autokorrelation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Regression analysis
6
Regressionsanalyse
6
Statistical test
6
Statistischer Test
6
Cointegration
5
Kointegration
5
Nichtlineare Regression
5
Nonlinear regression
5
Forecasting model
4
Prognoseverfahren
4
Bias
3
Multivariate Analyse
3
Saisonale Schwankungen
3
Seasonal variations
3
Systematischer Fehler
3
ARCH model
2
ARCH-Modell
2
Arbeitslosigkeit
2
Autoregression
2
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Article
29
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Article in journal
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29
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16
Graue Literatur
16
Non-commercial literature
16
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16
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English
29
Author
All
Franses, Philip Hans
Phillips, Peter C. B.
Koop, Gary
14
Pesaran, M. Hashem
14
Chib, Siddhartha
12
Lee, Lung-fei
8
Lucas, André
8
Marcellino, Massimiliano
8
Diebold, Francis X.
7
Gouriéroux, Christian
7
Haldrup, Niels
7
Baltagi, Badi H.
6
Clark, Todd E.
6
Granger, C. W. J.
6
King, Maxwell L.
6
Kohn, Robert
6
Koopman, Siem Jan
6
Li, Qi
6
MacKinnon, James G.
6
McAleer, Michael
6
Paap, Richard
6
Robinson, Peter M.
6
Schmidt, Peter
6
Steel, Mark F. J.
6
Carriero, Andrea
5
Cheung, Yin-Wong
5
Deschamps, Jean-Philippe
5
Hall, Stephen G.
5
Lee, Myoung-jae
5
Lütkepohl, Helmut
5
Psaradakis, Zacharias G.
5
Swanson, Norman R.
5
Teräsvirta, Timo
5
Trivedi, Pravin K.
5
Atkinson, Scott Estes
4
Aït-Sahalia, Yacine
4
Baillie, Richard
4
Banerjee, Anindya
4
Blundell, Richard W.
4
Boswijk, Herman Peter
4
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Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Oxford bulletin of economics and statistics
Report / Econometric Institute, Erasmus University Rotterdam
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometric theory
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Macroeconomic dynamics
3
The review of economic studies
3
Econometric reviews
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Testing integration and cointegration
2
Applied mathematical finance
1
Econometrics : open access journal
1
Economics letters
1
International journal of forecasting
1
Journal of international money and finance
1
Journal of macroeconomics
1
Nonparametric dynamic modelling
1
Papers in honor of Patrick C. McMahon
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
The econometrics journal
1
The review of economics and statistics
1
The review of financial studies
1
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ECONIS (ZBW)
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29
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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
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
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
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
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