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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CORE Discussion Paper"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Bauwens, Luc"
~person:"Brown, Donald J."
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Modellierung"
~subject:"Momentenmethode"
~subject:"Panel study"
~subject:"Panel"
~subject:"Statistical distribution"
~subject:"Unit root test"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation theory
Estimation
Modellierung
Momentenmethode
Panel study
Panel
Statistical distribution
Unit root test
Theorie
122
Theory
122
Time series analysis
45
Stochastic process
18
Stochastischer Prozess
18
Schätztheorie
17
Regression analysis
13
Regressionsanalyse
13
Autocorrelation
11
Autokorrelation
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Scientific modelling
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Cointegration
8
Kointegration
8
Method of moments
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Statistical test
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Statistischer Test
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IV-Schätzung
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Schätzung
6
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5
Bubbles
5
Spekulationsblase
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Allgemeines Gleichgewicht
4
Bayes-Statistik
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Bayesian inference
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Börsenkurs
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75
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74
Working Paper
74
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English
85
Author
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Bauwens, Luc
Brown, Donald J.
Phillips, Peter C. B.
Sibbertsen, Philipp
Andrews, Donald W. K.
16
Chen, Xiaohong
8
Yu, Jun
8
Sun, Yixiao
7
Han, Chirok
5
Jin, Sainan
5
Otsu, Taisuke
5
Fair, Ray C.
4
Lieberman, Offer
4
Linton, Oliver
4
Whang, Yoon-jae
4
Chang, Yoosoon
3
Liao, Zhipeng
3
Moon, Hyungsik Roger
3
Shi, Zhentao
3
Shimotsu, Katsumi
3
Su, Liangjun
3
Sul, Donggyu
3
Wang, Qiying
3
Xiao, Zhijie
3
Bergemann, Dirk
2
Berry, Steven
2
Chao, John C.
2
Geanakoplos, John
2
Gilboa, Itzhak
2
Guggenberger, Patrik
2
Huang, Lingxiao
2
Kannan, Ravindran
2
Kasparis, Ioannis
2
Kim, Chang Sik
2
Magdalinos, Tassos
2
Mandelbrot, Benoît B.
2
Morris, Stephen
2
Nordhaus, William D.
2
Ploberger, Werner
2
Postlewaite, Andrew
2
Schmeidler, David
2
Shiller, Robert J.
2
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CORE Discussion Paper
Cowles Foundation discussion paper
Journal of econometrics
30
Cowles Foundation Discussion Paper
27
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
19
CORE discussion paper : DP
12
CORE discussion papers : DP
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
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
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
Computational aspects of general equilibrium theory : refutable theories of value
1
Cowles Foundation paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
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ECONIS (ZBW)
85
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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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