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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric reviews"
~person:"Phillips, Peter C. B."
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Statistical distribution"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation
Statistical distribution
Theorie
112
Theory
112
Time series analysis
49
Unit root test
25
Stochastic process
19
Stochastischer Prozess
19
Estimation theory
15
Schätztheorie
15
Regression analysis
14
Regressionsanalyse
14
Autocorrelation
12
Autokorrelation
12
Panel
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Panel study
11
Cointegration
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Kointegration
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Nichtparametrisches Verfahren
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Method of moments
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IV-Schätzung
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Instrumental variables
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Modellierung
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Statistical test
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Statistischer Test
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Econometrics
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Statistische Verteilung
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Ökonometrie
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Bias
5
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Nichtlineare Regression
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Nonlinear regression
5
Schätzung
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5
Systematischer Fehler
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54
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53
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English
67
Author
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Phillips, Peter C. B.
Taylor, Robert
8
Yu, Jun
7
Chang, Yoosoon
6
Spanos, Aris
6
Xiao, Zhijie
6
Andreou, Elena
5
Cavaliere, Giuseppe
5
Franses, Philip Hans
5
Maasoumi, Esfandiar
5
McAleer, Michael
5
Moon, Hyungsik Roger
5
Chen, Xiaohong
4
Fair, Ray C.
4
Jin, Sainan
4
Kilian, Lutz
4
Lieberman, Offer
4
Park, Joon Y.
4
Psaradakis, Zacharias G.
4
Ullah, Aman
4
Andrews, Donald W. K.
3
Dagum, Estela Bee
3
Han, Chirok
3
Harvey, David I.
3
Hendry, David F.
3
Kasparis, Ioannis
3
Kumbhakar, Subal
3
Leybourne, Stephen James
3
Magdalinos, Tassos
3
Proietti, Tommaso
3
Sickles, Robin C.
3
Smeekes, Stephan
3
Su, Liangjun
3
Sun, Yixiao
3
Wang, Qiying
3
Westerlund, Joakim
3
Zivot, Eric
3
Asai, Manabu
2
Ashley, Richard A.
2
Audrino, Francesco
2
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Cowles Foundation discussion paper
Econometric reviews
Cowles Foundation Discussion Paper
21
Journal of econometrics
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Econometric theory
12
Journal of applied econometrics
3
The econometrics journal
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Discussion papers / Department of Economics, University of California San Diego
2
International economic review
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Cowles Foundation paper
1
Discussion paper / Centre for Economic Policy Research
1
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
HKIMR Working Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of financial econometrics
1
Journal of international money and finance
1
Journal of quantitative economics
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NCER working paper series
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New Zealand economic papers
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Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
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Papers in honor of Patrick C. McMahon
1
Practical issues in cointegration analysis
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Special issue on new developments in time series econometrics
1
The review of economic studies
1
Time series analysis : in memory of E. J. Hannan
1
Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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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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