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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Chib, Siddhartha"
~person:"Phillips, Peter C. B."
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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| 14 applied filters
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Schätztheorie
Monte Carlo simulation
Volatility
Volatilität
Zeitreihenanalyse
Theorie
48
Theory
48
Time series analysis
17
Estimation theory
12
Stochastic process
8
Stochastischer Prozess
8
Einheitswurzeltest
7
Unit root test
7
Markov chain
6
Markov-Kette
6
Monte-Carlo-Simulation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Panel
6
Panel study
6
Regression analysis
6
Regressionsanalyse
6
Autocorrelation
4
Autokorrelation
4
Cointegration
4
Estimation
4
Kointegration
4
Nichtlineare Regression
4
Nonlinear regression
4
Schätzung
4
Statistical test
4
Statistischer Test
4
Modellierung
3
Multivariate Analyse
3
Multivariate analysis
3
Scientific modelling
3
Autoregression
2
Bias
2
Forecasting model
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Martingal
2
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Undetermined
4
Type of publication
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Article
29
Book / Working Paper
2
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
Language
All
English
31
Author
All
Chib, Siddhartha
Phillips, Peter C. B.
Yu, Jun
12
Koop, Gary
11
Gouriéroux, Christian
9
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Swanson, Norman R.
8
Aït-Sahalia, Yacine
7
Diebold, Francis X.
7
Kohn, Robert
7
Lee, Lung-fei
7
Li, Qi
7
Teräsvirta, Timo
7
Bollerslev, Tim
6
Chan, Joshua
6
Fan, Yanqin
6
Ghysels, Eric
6
Giles, David E. A.
6
Granger, C. W. J.
6
Herwartz, Helmut
6
Linton, Oliver
6
Lütkepohl, Helmut
6
Mariano, Roberto S.
6
Nachane, Dilip M.
6
Pesaran, M. Hashem
6
Xiao, Zhijie
6
Baillie, Richard
5
Chen, Xiaohong
5
Gonzalo, Jesús
5
Hallin, Marc
5
Hendry, David F.
5
Hong, Yongmiao
5
McAleer, Michael
5
Ng, Serena
5
Ohtani, Kazuhiro
5
Park, Joon Y.
5
Robinson, Peter M.
5
Schmidt, Peter
5
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Published in...
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Journal of econometrics
Journal of economic dynamics & control
Journal of international money and finance
Journal of quantitative economics : official journal of the Indian Econometric Society
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Econometric theory
16
Econometric reviews
6
The review of economic studies
4
Oxford bulletin of economics and statistics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of the American Statistical Association : JASA
2
Computational economics
1
Economic time series with random walk and other nonstationary components
1
Economics letters
1
International economic review
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
1
New Zealand economic papers
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The econometrics journal
1
The review of financial studies
1
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ECONIS (ZBW)
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31
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1
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:
2
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:
3
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
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
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
6
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
7
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
8
Recent Advances in nonstationary time series : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009671554
Saved in:
9
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Saved in:
10
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
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