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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CORE Discussion Paper"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"The review of economic studies"
~person:"Bauwens, Luc"
~person:"Blundell, Richard W."
~person:"Chen, Xiaohong"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Modellierung"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"Unit root test"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation theory
Estimation
Modellierung
Statistical distribution
Statistische Verteilung
Unit root test
Theorie
126
Theory
126
Time series analysis
49
Schätztheorie
21
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Stochastic process
19
Stochastischer Prozess
19
Regression analysis
15
Regressionsanalyse
15
Method of moments
12
Momentenmethode
12
Autocorrelation
11
Autokorrelation
11
Panel
9
Panel study
9
Scientific modelling
9
Cointegration
8
Kointegration
8
Schätzung
7
IV-Schätzung
6
Instrumental variables
6
Nichtlineare Regression
6
Nonlinear regression
6
Statistical test
6
Statistischer Test
6
Bias
5
Bubbles
5
Induktive Statistik
5
Spekulationsblase
5
Statistical inference
5
Systematischer Fehler
5
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60
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Book / Working Paper
81
Article
6
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Graue Literatur
71
Non-commercial literature
71
Arbeitspapier
70
Working Paper
70
Article in journal
6
Aufsatz in Zeitschrift
6
Language
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English
87
Author
All
Bauwens, Luc
Blundell, Richard W.
Chen, Xiaohong
Phillips, Peter C. B.
Sibbertsen, Philipp
Andrews, Donald W. K.
18
Sun, Yixiao
7
Yu, Jun
7
Brown, Donald J.
5
Fair, Ray C.
5
Jin, Sainan
5
Chang, Yoosoon
4
Lieberman, Offer
4
Arellano, Manuel
3
Bergemann, Dirk
3
Han, Chirok
3
Hotz, Vincent Joseph
3
Linton, Oliver
3
Meghir, Costas
3
Moon, Hyungsik Roger
3
Morris, Stephen
3
Robinson, Peter M.
3
Shiller, Robert J.
3
Shimotsu, Katsumi
3
Sul, Donggyu
3
Wang, Qiying
3
Xiao, Zhijie
3
Bond, Stephen
2
Bossaerts, Peter L.
2
Campbell, John Y.
2
Chao, John C.
2
Chiappori, Pierre-André
2
Fan, Zhenhong
2
Geanakoplos, John
2
Gilboa, Itzhak
2
Guggenberger, Patrik
2
Heckman, James J.
2
Hsiao, Cheng
2
Ichimura, Hidehiko
2
Imbens, Guido
2
Kannan, Ravindran
2
Kasparis, Ioannis
2
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Published in...
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CORE Discussion Paper
Cowles Foundation discussion paper
The review of economic studies
Journal of econometrics
36
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
27
Cowles Foundation Discussion Paper
26
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
21
CORE discussion paper : DP
12
CORE discussion papers : DP
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
IFS working paper series
7
Journal of applied econometrics
7
Econometric reviews
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Economics letters
5
Oxford bulletin of economics and statistics
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
IFS working paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
CREATES research paper
3
Discussion papers / UCL, Département des Sciences Economiques
3
Discussion papers in economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
The econometrics journal
3
Annales d'économie et de statistique
2
CoFE discussion papers
2
Discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / Department of Economics, University of California San Diego
2
International economic review
2
Journal of empirical finance
2
L'hétérogénéité en économétrie : numéro spécial
2
SpringerLink / Bücher
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
The economic journal : the journal of the Royal Economic Society
2
Wiley handbooks in financial engineering and econometrics
2
Yale Economics Department working papers
2
AEA papers and proceedings
1
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Source
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ECONIS (ZBW)
87
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1
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87
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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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