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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CORE Discussion Paper"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Bauwens, Luc"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Unit root test"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation theory
Estimation
Statistical distribution
Unit root test
Theorie
129
Theory
129
Time series analysis
57
Schätztheorie
24
Stochastic process
21
Stochastischer Prozess
21
Regression analysis
17
Regressionsanalyse
17
Autocorrelation
13
Autokorrelation
13
Cointegration
12
Kointegration
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Method of moments
11
Momentenmethode
11
Panel
10
Panel study
10
Modellierung
8
Scientific modelling
8
IV-Schätzung
7
Instrumental variables
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Statistische Verteilung
7
Econometrics
6
Schätzung
6
Statistical test
6
Statistischer Test
6
Ökonometrie
6
Bias
5
Bubbles
5
Forecasting model
5
Induktive Statistik
5
Nichtlineare Regression
5
Nonlinear regression
5
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Free
53
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1
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Book / Working Paper
73
Article
19
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Graue Literatur
64
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64
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63
Working Paper
63
Article in journal
19
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19
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English
92
Author
All
Bauwens, Luc
Phillips, Peter C. B.
Sibbertsen, Philipp
Andrews, Donald W. K.
33
Newey, Whitney K.
14
Robinson, Peter M.
9
Sun, Yixiao
9
Chen, Xiaohong
8
Horowitz, Joel
8
Imbens, Guido
8
Ploberger, Werner
8
Linton, Oliver
7
White, Halbert
7
Yu, Jun
7
Jin, Sainan
6
Stock, James H.
6
Bai, Jushan
5
Chernozhukov, Victor
5
Dufour, Jean-Marie
5
Kitamura, Yuichi
5
Lewbel, Arthur
5
Park, Joon Y.
5
Perron, Pierre
5
Arellano, Manuel
4
Bollerslev, Tim
4
Bonhomme, Stéphane
4
Brown, Donald J.
4
Engle, Robert F.
4
Fair, Ray C.
4
Hansen, Bruce E.
4
Hong, Yongmiao
4
Lieberman, Offer
4
Matzkin, Rosa L.
4
Moon, Hyungsik Roger
4
Nelson, Daniel B.
4
Shimotsu, Katsumi
4
Sims, Christopher A.
4
Smith, Richard J.
4
Berry, Steven
3
Chamberlain, Gary
3
Chang, Yoosoon
3
Chao, John C.
3
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Published in...
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CORE Discussion Paper
Cowles Foundation discussion paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
28
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
25
Cowles Foundation Discussion Paper
21
Econometric theory
17
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
6
Econometric reviews
5
Economics letters
5
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
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
Akademische Abhandlungen zur Mathematik
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 / Tinbergen Institute
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
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ECONIS (ZBW)
92
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1
Econometric analysis of asset price bubbles
Shi, Shuping
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326551
Saved in:
2
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:
3
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:
4
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:
5
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
6
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
7
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
8
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
Saved in:
9
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011797222
Saved in:
10
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
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