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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CORE Discussion Paper"
~isPartOf:"CoFE discussion papers"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Bauwens, Luc"
~person:"Chen, Xiaohong"
~person:"Kasparis, Ioannis"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Instrumental variables"
~subject:"Nichtlineare Regression"
~subject:"Panel"
~subject:"Statistical distribution"
~subject:"Unit root test"
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Capital income
Zeitreihenanalyse
Cointegration
Einheitswurzeltest
Estimation
Instrumental variables
Nichtlineare Regression
Panel
Statistical distribution
Unit root test
Theorie
118
Theory
118
Time series analysis
50
Stochastic process
19
Stochastischer Prozess
19
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Estimation theory
17
Schätztheorie
17
Regression analysis
14
Regressionsanalyse
14
Autocorrelation
11
Autokorrelation
11
Method of moments
11
Momentenmethode
11
Modellierung
9
Panel study
9
Scientific modelling
9
Kointegration
8
Statistische Verteilung
7
IV-Schätzung
6
Nonlinear regression
6
Statistical test
6
Statistischer Test
6
Bias
5
Bubbles
5
Induktive Statistik
5
Schätzung
5
Spekulationsblase
5
Statistical inference
5
Systematischer Fehler
5
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65
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83
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Graue Literatur
74
Non-commercial literature
74
Arbeitspapier
73
Working Paper
73
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English
83
Author
All
Bauwens, Luc
Chen, Xiaohong
Kasparis, Ioannis
Phillips, Peter C. B.
Sibbertsen, Philipp
Beran, Jan
12
Feng, Yuanhua
10
Andrews, Donald W. K.
9
Yu, Jun
7
Han, Chirok
5
Pohlmeier, Winfried
5
Chang, Yoosoon
4
Fair, Ray C.
4
Hautsch, Nikolaus
4
Nolte, Ingmar
4
Sun, Yixiao
4
Xiao, Zhijie
4
Franke, Günter
3
Jin, Sainan
3
Lieberman, Offer
3
Lüders, Erik
3
Magdalinos, Tassos
3
Moon, Hyungsik Roger
3
Shi, Zhentao
3
Su, Liangjun
3
Voev, Valeri
3
Wang, Qiying
3
Abberger, Klaus
2
Chao, John C.
2
Geanakoplos, John
2
Gosh, Sucharita
2
Guggenberger, Patrik
2
Heiler, Siegfried
2
Huang, Lingxiao
2
Inkmann, Joachim
2
Kaiser, Ulrich
2
Korycka-Bień, Katarzyna
2
Liao, Zhipeng
2
Linton, Oliver
2
Ocker, Dirk
2
Otsu, Taisuke
2
Park, Joon Y.
2
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CORE Discussion Paper
CoFE discussion papers
Cowles Foundation discussion paper
Journal of econometrics
36
Cowles Foundation Discussion Paper
33
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Econometric theory
17
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
CORE discussion papers : DP
10
CORE discussion paper : DP
9
Econometric reviews
6
Economics letters
6
Journal of applied econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
4
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
Discussion papers / UCL, Département des Sciences Economiques
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CREATES research paper
2
Discussion papers / Department of Economics, University of California San Diego
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
SpringerLink / Bücher
2
Wiley handbooks in financial engineering and econometrics
2
Advanced texts in econometrics
1
Advances in econometrics
1
Akademische Abhandlungen zur Mathematik
1
Annales d'économie et de statistique
1
Bayesian methods applied to time series data
1
CIRANO - Scientific Publication
1
CIRANO - Scientific Publications
1
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
1
Cardiff economics working papers
1
Cowles Foundation paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / LSE Financial Markets Group
1
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ECONIS (ZBW)
83
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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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