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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CORE Discussion Paper"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion papers / UCL, Département des Sciences Economiques"
~isPartOf:"Economics letters"
~person:"Bauwens, Luc"
~person:"Geanakoplos, John"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~subject:"Cointegration"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"General equilibrium"
~subject:"Panel"
~subject:"Statistical distribution"
~subject:"Unit root test"
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Capital income
Zeitreihenanalyse
Cointegration
Einheitswurzeltest
Estimation theory
Estimation
General equilibrium
Panel
Statistical distribution
Unit root test
Theorie
165
Theory
165
Time series analysis
52
Stochastic process
20
Stochastischer Prozess
20
Allgemeines Gleichgewicht
16
Schätztheorie
15
Regression analysis
14
Regressionsanalyse
14
Autocorrelation
11
Autokorrelation
11
Kointegration
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Panel study
9
Financial market
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Finanzmarkt
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Incomplete market
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Insolvency
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Insolvenz
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Method of moments
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Bias
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Modellierung
7
Schätzung
7
Scientific modelling
7
Statistical test
7
Statistische Verteilung
7
Statistischer Test
7
Systematischer Fehler
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68
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99
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6
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86
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86
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86
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86
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English
105
Author
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Bauwens, Luc
Geanakoplos, John
Phillips, Peter C. B.
Sibbertsen, Philipp
Andrews, Donald W. K.
16
Franses, Philip Hans
11
Dubey, Pradeep
10
Krämer, Walter
9
Lee, Junsoo
9
Schmidt, Peter
9
Shubik, Martin
9
Giles, David E. A.
8
Yu, Jun
8
Brown, Donald J.
7
Hassler, Uwe
7
Peel, David
7
Sun, Yixiao
7
Chen, Xiaohong
6
Han, Chirok
6
Hecq, Alain W. J.
6
Jin, Sainan
6
Li, Qi
6
Wooldridge, Jeffrey M.
6
Xiao, Zhijie
6
Ōgaki, Masao
6
Kuan, Chung-ming
5
Lee, Myoung-jae
5
Lieberman, Offer
5
Lütkepohl, Helmut
5
Tran-van-Hoa
5
Fair, Ray C.
4
Fan, Yanqin
4
Hahn, Jinyong
4
Lee, Oesook
4
McDonald, James B.
4
Newbold, Paul
4
Pesaran, M. Hashem
4
Phillips, Garry D. A.
4
Shin, Yongcheol
4
Su, Liangjun
4
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CORE Discussion Paper
Cowles Foundation discussion paper
Discussion papers / UCL, Département des Sciences Economiques
Economics letters
Journal of econometrics
33
Cowles Foundation Discussion Paper
30
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Econometric theory
21
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
CORE discussion paper : DP
12
CORE discussion papers : DP
10
Econometric reviews
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The econometrics journal
3
The review of economic studies
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
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
Advances in economics and econometrics ; Vol. 2
1
Akademische Abhandlungen zur Mathematik
1
Bayesian methods applied to time series data
1
Brazilian review of econometrics : the review of the Brazilian Econometric Society
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
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ECONIS (ZBW)
105
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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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