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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:"USA"
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| 13 applied filters
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Subject
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Schätztheorie
1960-1997
Estimation theory
Estimation
Monte-Carlo-Simulation
USA
Theorie
86
Theory
86
Time series analysis
42
Zeitreihenanalyse
42
Saisonale Schwankungen
19
Seasonal variations
19
Einheitswurzeltest
8
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
2
Type of publication
All
Article
22
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
All
English
39
Author
All
Franses, Philip Hans
Phillips, Peter C. B.
Pesaran, M. Hashem
14
Koop, Gary
13
Chib, Siddhartha
12
Lucas, André
9
Dijk, Dick van
8
Lee, Lung-fei
8
Diebold, Francis X.
7
Dijk, Herman K. van
7
Gouriéroux, Christian
7
Baltagi, Badi H.
6
Clark, Todd E.
6
King, Maxwell L.
6
Kleibergen, Frank
6
Kohn, Robert
6
Li, Qi
6
McAleer, Michael
6
Paap, Richard
6
Steel, Mark F. J.
6
Deschamps, Jean-Philippe
5
Haldrup, Niels
5
Koopman, Siem Jan
5
MacKinnon, James G.
5
Marcellino, Massimiliano
5
Robinson, Peter M.
5
Schmidt, Peter
5
Swanson, Norman R.
5
Andersen, Torben
4
Atkinson, Scott Estes
4
Aït-Sahalia, Yacine
4
Baillie, Richard
4
Blundell, Richard W.
4
Chen, Songnian
4
Ghysels, Eric
4
Goldsmith, Arthur H.
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Greenberg, Edward S.
4
Haan, Laurens de
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
21
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
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
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
Econometric Institute research papers
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Cowles Foundation Discussion Paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
The review of economic studies
3
Econometric reviews
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
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
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
Economics letters
1
Handbook of econometrics ; Vol. 1
1
IHS economics series : working paper
1
International journal of forecasting
1
Journal of international money and finance
1
Journal of macroeconomics
1
NCER working paper series
1
Nonparametric dynamic modelling
1
Papers in honor of Patrick C. McMahon
1
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ECONIS (ZBW)
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39
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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
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:
5
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:
6
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:
7
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:
8
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
9
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
Saved in:
10
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
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