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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:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Franses, Philip Hans"
~person:"Phillips, Peter C. B."
~subject:"1960-1997"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"USA"
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| 14 applied filters
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Subject
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Schätztheorie
1960-1997
Einheitswurzeltest
Estimation theory
Estimation
Monte-Carlo-Simulation
USA
Theorie
86
Theory
86
Time series analysis
42
Zeitreihenanalyse
42
Saisonale Schwankungen
19
Seasonal variations
19
Forecasting model
8
Prognoseverfahren
8
Schätzung
8
Stochastic process
8
Stochastischer Prozess
8
Unit root test
8
United States
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Panel
6
Panel study
6
Regression analysis
6
Regressionsanalyse
6
Statistical test
6
Statistischer Test
6
Autocorrelation
5
Autokorrelation
5
Cointegration
5
Kointegration
5
Arbeitslosigkeit
4
Nichtlineare Regression
4
Nonlinear regression
4
Unemployment
4
Multivariate Analyse
3
Multivariate analysis
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
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Online availability
All
Undetermined
4
Type of publication
All
Article
29
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
18
Working Paper
18
Graue Literatur
17
Non-commercial literature
17
Language
All
English
47
Author
All
Franses, Philip Hans
Phillips, Peter C. B.
Pesaran, M. Hashem
15
Koop, Gary
14
Chib, Siddhartha
12
Dijk, Dick van
9
Lucas, André
9
Dijk, Herman K. van
8
Lee, Lung-fei
8
Baltagi, Badi H.
7
Diebold, Francis X.
7
Gouriéroux, Christian
7
Paap, Richard
7
Clark, Todd E.
6
Haldrup, Niels
6
King, Maxwell L.
6
Kleibergen, Frank
6
Kohn, Robert
6
Li, Qi
6
McAleer, Michael
6
Park, Joon Y.
6
Schmidt, Peter
6
Shin, Yongcheol
6
Steel, Mark F. J.
6
Swanson, Norman R.
6
Taylor, Robert
6
Chang, Yoosoon
5
Deschamps, Jean-Philippe
5
Koopman, Siem Jan
5
MacKinnon, James G.
5
Marcellino, Massimiliano
5
Robinson, Peter M.
5
Smith, Richard J.
5
Andersen, Torben
4
Atkinson, Scott Estes
4
Aït-Sahalia, Yacine
4
Baillie, Richard
4
Blundell, Richard W.
4
Chen, Songnian
4
Galbraith, John W.
4
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Published in...
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Journal of applied econometrics
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Report / Econometric Institute, Erasmus University Rotterdam
Cowles Foundation discussion paper
44
Econometric theory
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Cowles Foundation Discussion Paper
10
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Discussion paper / Tinbergen Institute
8
Oxford bulletin of economics and statistics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric Institute research papers
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Econometric reviews
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The review of economic studies
3
Economics letters
2
Macroeconomic dynamics
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 mathematical finance
1
Cowles Foundation paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
ERIM report series research in management
1
EUI working paper / ECO
1
Econometric analysis of financial and economic time series ; part a
1
Econometrics : open access journal
1
HKIMR Working Paper
1
Handbook of econometrics ; Vol. 1
1
IHS economics series : working paper
1
International economic review
1
International journal of forecasting
1
Journal of economic surveys
1
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ECONIS (ZBW)
Showing
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47
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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
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
4
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
5
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:
6
Bootstrapping I(1) data
Phillips, Peter C. B.
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
Saved in:
7
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:
8
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:
9
Unit root log periodogram regression
Phillips, Peter C. B.
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10003451744
Saved in:
10
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:
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