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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~person:"Lucas, André"
~person:"Moon, Hyungsik Roger"
~person:"Velasco, Carlos"
~subject:"Schätzung"
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Capital income
Zeitreihenanalyse
Schätzung
Theorie
9
Theory
9
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6
Estimation theory
3
Schätztheorie
3
Estimation
2
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Lucas, André
Moon, Hyungsik Roger
Velasco, Carlos
Phillips, Peter C. B.
12
Hong, Yongmiao
6
Saikkonen, Pentti
6
Lütkepohl, Helmut
5
Park, Joon Y.
5
Chambers, Marcus J.
4
Johansen, Søren
4
Linton, Oliver
4
Robinson, Peter M.
4
Wang, Qiying
4
Bierens, Herman J.
3
Chen, Bin
3
Choi, In
3
Gao, Jiti
3
Grégoir, Stéphane
3
Harris, David
3
Jong, Robert M. de
3
Meitz, Mika
3
Perron, Pierre
3
Taylor, Robert
3
Vogelsang, Timothy J.
3
Abadir, Karim Maher
2
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Breitung, Jörg
2
Cai, Zongwu
2
Cavaliere, Giuseppe
2
Chong, Terence Tai-Leung
2
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2
Francq, Christian
2
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2
Hidalgo, Javier
2
Jansson, Michael
2
Jeganathan, P.
2
Knight, John L.
2
Larsson, Rolf
2
Li, Qi
2
Lieberman, Offer
2
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Econometric theory
Discussion paper / Tinbergen Institute
35
Journal of econometrics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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4
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3
International journal of forecasting
3
USC-INET Research Paper
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Sveriges Riksbank working paper series
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Bank strategies and challenges in the new Europe
1
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1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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Oxford bulletin of economics and statistics
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Rotterdam Institute for Business Economic Studies
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
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The Korean economic review
1
The review of economics and statistics
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
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1
Peter C. B. Phillips's contributions to panel data methods
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Econometric theory
30
(
2014
)
4
,
pp. 882-893
Persistent link: https://www.econbiz.de/10010502139
Saved in:
2
Distribution-free tests of fractional cointegration
Hualde, Javier
;
Velasco, Carlos
- In:
Econometric theory
24
(
2008
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10003894150
Saved in:
3
A simple test of normality for time series
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Econometric theory
20
(
2004
)
4
,
pp. 671-689
Persistent link: https://www.econbiz.de/10002163046
Saved in:
4
Minimum distance estimation of nonstationary time series models
Moon, Hyungsik Roger
;
Schorfheide, Frank
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1385-1407
Persistent link: https://www.econbiz.de/10001716909
Saved in:
5
How to estimate autoregressive roots near unity
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
;
Xiao, Zhijie
- In:
Econometric theory
17
(
2001
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10001556057
Saved in:
6
Estimation of autoregressive roots near unity using panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Econometric theory
16
(
2000
)
6
,
pp. 927-997
Persistent link: https://www.econbiz.de/10001548351
Saved in:
7
Non-Gaussian log-periodogram regression
Velasco, Carlos
- In:
Econometric theory
16
(
2000
)
1
,
pp. 44-79
Persistent link: https://www.econbiz.de/10001568489
Saved in:
8
Unit root tests based on M estimators
Lucas, André
- In:
Econometric theory
11
(
1995
)
2
,
pp. 331-346
Persistent link: https://www.econbiz.de/10001185251
Saved in:
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