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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:"Estimation theory"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Multivariate analysis"
~subject:"Regressionsanalyse"
~subject:"USA"
~type_genre:"Article in journal"
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Schätztheorie
1960-1997
Estimation theory
Estimation
Monte-Carlo-Simulation
Multivariate analysis
Regressionsanalyse
USA
Theorie
53
Theory
53
Time series analysis
21
Zeitreihenanalyse
21
Stochastic process
8
Stochastischer Prozess
8
Einheitswurzeltest
7
Schätzung
7
Unit root test
7
United States
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Panel
6
Panel study
6
Regression analysis
6
Statistical test
6
Statistischer Test
6
Autocorrelation
5
Autokorrelation
5
Cointegration
4
Kointegration
4
Nichtlineare Regression
4
Nonlinear regression
4
Forecasting model
3
Multivariate Analyse
3
Prognoseverfahren
3
ARCH model
2
ARCH-Modell
2
Arbeitslosigkeit
2
Autoregression
2
Bias
2
Capital income
2
Currency derivative
2
Eastern Europe
2
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Undetermined
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Article
28
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Article in journal
Aufsatz in Zeitschrift
28
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
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English
28
Author
All
Franses, Philip Hans
Phillips, Peter C. B.
Koop, Gary
16
Chib, Siddhartha
12
Pesaran, M. Hashem
12
Lee, Lung-fei
9
Lucas, André
8
Baltagi, Badi H.
7
Diebold, Francis X.
7
Gouriéroux, Christian
7
Marcellino, Massimiliano
7
Steel, Mark F. J.
7
Swanson, Norman R.
7
Clark, Todd E.
6
Galvão Júnior, Antônio Fialho
6
King, Maxwell L.
6
Kohn, Robert
6
Koopman, Siem Jan
6
Li, Qi
6
Linton, Oliver
6
MacKinnon, James G.
6
Aït-Sahalia, Yacine
5
Bai, Jushan
5
Blundell, Richard W.
5
Carriero, Andrea
5
Chen, Songnian
5
Deschamps, Jean-Philippe
5
Haldrup, Niels
5
Khalaf, Lynda
5
Magnus, Jan R.
5
McAleer, Michael
5
Ng, Serena
5
Paap, Richard
5
Robinson, Peter M.
5
Schmidt, Peter
5
Shin, Yongcheol
5
Timmermann, Allan
5
Andrews, Donald W. K.
4
Atkinson, Scott Estes
4
Baillie, Richard
4
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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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Econometric theory
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Oxford bulletin of economics and statistics
5
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Macroeconomic dynamics
3
The review of economic studies
3
Economics letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Testing integration and cointegration
2
The econometrics journal
2
Applied mathematical finance
1
Econometrics : open access journal
1
International journal of forecasting
1
Journal of international financial markets, institutions & money
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 review of economics and statistics
1
The review of financial studies
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
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
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:
5
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:
6
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:
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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