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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CIRANO - Scientific Publications"
~isPartOf:"CORE Discussion Paper"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Bauwens, Luc"
~person:"Brown, Donald J."
~person:"Phillips, Peter C. B."
~person:"Ploberger, Werner"
~person:"Sibbertsen, Philipp"
~person:"Yu, Jun"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Panel"
~subject:"Statistical distribution"
~subject:"Unit root test"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation theory
Estimation
Panel
Statistical distribution
Unit root test
Theorie
123
Theory
123
Time series analysis
46
Stochastic process
18
Stochastischer Prozess
18
Schätztheorie
17
Regression analysis
13
Regressionsanalyse
13
Autocorrelation
11
Autokorrelation
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Modellierung
9
Panel study
9
Scientific modelling
9
Cointegration
8
Kointegration
8
Method of moments
8
Momentenmethode
8
Statistical test
8
Statistischer Test
8
IV-Schätzung
6
Instrumental variables
6
Schätzung
6
Statistische Verteilung
6
Bias
5
Bubbles
5
Spekulationsblase
5
Systematischer Fehler
5
Allgemeines Gleichgewicht
4
Bayes-Statistik
4
Bayesian inference
4
Börsenkurs
4
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80
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Graue Literatur
70
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70
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69
Working Paper
69
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English
80
Author
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Bauwens, Luc
Brown, Donald J.
Phillips, Peter C. B.
Ploberger, Werner
Sibbertsen, Philipp
Yu, Jun
Andrews, Donald W. K.
15
Sun, Yixiao
7
Chen, Xiaohong
6
Jin, Sainan
5
Fair, Ray C.
4
Lieberman, Offer
4
Moon, Hyungsik Roger
4
Chang, Yoosoon
3
Han, Chirok
3
Linton, Oliver
3
Shi, Zhentao
3
Shimotsu, Katsumi
3
Su, Liangjun
3
Sul, Donggyu
3
Xiao, Zhijie
3
Chao, John C.
2
Geanakoplos, John
2
Guggenberger, Patrik
2
Huang, Lingxiao
2
Kasparis, Ioannis
2
Kim, Chang Sik
2
Liao, Zhipeng
2
Magdalinos, Tassos
2
Mandelbrot, Benoît B.
2
Perron, Benoit
2
Shiller, Robert J.
2
Solo, Victor
2
Sudhir, K.
2
Swanson, Norman R.
2
Vishnoi, Nisheeth K.
2
Wang, Qiying
2
Wegkamp, Marten H.
2
Whang, Yoon-jae
2
Zivot, Eric
2
Aardal, Karen
1
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CIRANO - Scientific Publications
CORE Discussion Paper
Cowles Foundation discussion paper
Journal of econometrics
32
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
25
Cowles Foundation Discussion Paper
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Econometric theory
20
CORE discussion paper : DP
12
CORE discussion papers : DP
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Econometric reviews
7
Economics letters
6
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Oxford bulletin of economics and statistics
4
CREATES research paper
3
Discussion papers / UCL, Département des Sciences Economiques
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The econometrics journal
3
The review of economic studies
3
Working paper
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annales d'économie et de statistique
2
CoFE discussion papers
2
Discussion papers / Department of Economics, University of California San Diego
2
Econometrics : open access journal
2
International economic review
2
Journal of empirical finance
2
Wiley handbooks in financial engineering and econometrics
2
Advanced texts in econometrics
1
Advances in econometrics
1
Akademische Abhandlungen zur Mathematik
1
Annals of economics and finance
1
Bayesian methods applied to time series data
1
CIRANO - Scientific Publication
1
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
1
Cardiff economics working papers
1
Cowles Foundation paper
1
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ECONIS (ZBW)
80
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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
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
8
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
9
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
Saved in:
10
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011797222
Saved in:
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