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subject:"Agency theory"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel"
~isPartOf:"NBER Working Paper"
~person:"Phillips, Peter C. B."
~subject:"Bayesian inference"
~subject:"CAPM"
~subject:"Theorie"
~subject:"United States"
~subject:"Volatilität"
~type:"book"
~type_genre:"Multi-volume publication"
~type_genre:"Working Paper"
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Agency theory
Bayesian inference
CAPM
Theorie
United States
Volatilität
Theory
93
Time series analysis
36
Zeitreihenanalyse
36
Einheitswurzeltest
22
Unit root test
22
Stochastic process
18
Stochastischer Prozess
18
Estimation theory
15
Schätztheorie
15
Regression analysis
13
Regressionsanalyse
13
Autocorrelation
11
Autokorrelation
11
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Method of moments
8
Momentenmethode
8
Panel
8
Panel study
8
Cointegration
7
Kointegration
7
IV-Schätzung
6
Instrumental variables
6
Modellierung
6
Scientific modelling
6
Statistical distribution
6
Statistische Verteilung
6
Bias
5
Bubbles
5
Estimation
5
Schätzung
5
Spekulationsblase
5
Statistical test
5
Statistischer Test
5
Systematischer Fehler
5
Econometrics
4
Induktive Statistik
4
Nichtlineare Regression
4
Nonlinear regression
4
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Free
81
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Book / Working Paper
Type of publication (narrower categories)
All
Multi-volume publication
Working Paper
Graue Literatur
94
Non-commercial literature
94
Arbeitspapier
93
Biografie
1
Biography
1
No longer published / No longer aquired
1
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Language
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English
93
Author
All
Phillips, Peter C. B.
Drexl, Andreas
130
Verhoef, Erik T.
115
Nijkamp, Peter
114
Koopman, Siem Jan
86
Brink, René van den
70
Lucas, André
68
Dijk, Herman K. van
63
Rietveld, Piet
62
Bergh, Jeroen C. J. M. van den
61
Kimms, Alf
61
Laan, Gerard van der
52
Dur, Robert A. J.
50
Bergemann, Dirk
49
Geanakoplos, John
43
Janssen, Maarten C. W.
40
Morris, Stephen
40
Vries, Casper G. de
39
Shubik, Martin
37
Hommes, Cars H.
36
Kolisch, Rainer
36
Swank, Otto H.
34
Winden, Frans A. A. M. van
32
Teulings, Coen N.
31
Hinloopen, Jeroen
30
Sprecher, Arno
28
Groot, Henri L. F. de
26
Haase, Knut
26
Houba, Harold
26
Salewski, Frank
26
Bos, Charles S.
25
Briskorn, Dirk
25
Dubey, Pradeep
25
Praag, Bernard M. S. van
25
Rouwendal, Jan
25
Schabert, Andreas
25
Schirmer, Andreas
25
Haan, Laurens de
24
Hoogerheide, Lennart
24
Perotti, Enrico C.
24
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Published in...
All
Cowles Foundation discussion paper
Discussion paper / Tinbergen Institute
Journal of banking & finance
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
NBER Working Paper
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Discussion papers / Department of Economics, University of California San Diego
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Discussion paper / Centre for Economic Policy Research
1
Discussion papers in economics and econometrics
1
Global COE Hi-Stat discussion paper series
1
NCER working paper series
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
1
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ECONIS (ZBW)
93
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1
Panel data models with time-varying latent group structures
Wang, Yiren
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2023
Persistent link: https://www.econbiz.de/10014317580
Saved in:
2
Econometric analysis of asset price bubbles
Shi, Shuping
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326551
Saved in:
3
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
4
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
5
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
7
Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs
Jiang, Liang
;
Liu, Xiaobin
;
Phillips, Peter C. B.
; …
-
2020
Persistent link: https://www.econbiz.de/10012320627
Saved in:
8
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
-
2020
Persistent link: https://www.econbiz.de/10012320631
Saved in:
9
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
10
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
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