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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation theory
Estimation
Statistical distribution
Unit root test
Theorie
165
Theory
165
Time series analysis
81
Stochastic process
27
Stochastischer Prozess
27
Schätztheorie
26
Autocorrelation
18
Autokorrelation
18
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Regression analysis
17
Regressionsanalyse
17
Statistical test
17
Statistischer Test
17
Structural break
15
Strukturbruch
15
Cointegration
14
Kointegration
14
Schätzung
13
Nichtlineare Regression
11
Nonlinear regression
11
Method of moments
9
Momentenmethode
9
Panel
9
Panel study
9
Volatility
9
Volatilität
9
Bias
8
Modellierung
8
Scientific modelling
8
Systematischer Fehler
8
Forecasting model
7
Prognoseverfahren
7
Statistical error
7
Statistischer Fehler
7
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Online availability
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Free
97
Undetermined
1
Type of publication
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Book / Working Paper
119
Type of publication (narrower categories)
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Thesis
Working Paper
Graue Literatur
123
Non-commercial literature
123
Arbeitspapier
118
Article in journal
110
Aufsatz in Zeitschrift
110
Hochschulschrift
7
Collection of articles of several authors
6
Sammelwerk
6
Aufsatzsammlung
4
Aufsatz im Buch
3
Book section
3
Collection of articles written by one author
3
Festschrift
3
Forschungsbericht
3
Sammlung
3
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Interview
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
119
Author
All
Phillips, Peter C. B.
Sibbertsen, Philipp
Härdle, Wolfgang
124
Pesaran, M. Hashem
99
Franses, Philip Hans
85
Gil-Alaña, Luis A.
80
Koopman, Siem Jan
74
Dijk, Herman K. van
73
Caporale, Guglielmo Maria
70
Lucas, André
55
McAleer, Michael
53
Lütkepohl, Helmut
52
Marcellino, Massimiliano
50
Diebold, Francis X.
47
Swanson, Norman R.
45
Feng, Yuanhua
42
Lux, Thomas
42
Maravall Herrero, Agustín
42
Heckman, James J.
41
Koop, Gary
41
Kunst, Robert M.
41
Hautsch, Nikolaus
40
Timmermann, Allan
40
Kilian, Lutz
39
Breitung, Jörg
37
Linton, Oliver
37
Beran, Jan
34
Hallin, Marc
34
Teräsvirta, Timo
34
Bauwens, Luc
33
Hyndman, Rob J.
33
Schmid, Wolfgang
33
Gouriéroux, Christian
32
Dijk, Dick van
31
Berg, Gerard J. van den
30
Hassler, Uwe
30
Saikkonen, Pentti
30
Sentana, Enrique
30
Herwartz, Helmut
29
Polasek, Wolfgang
29
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Institution
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Gottfried Wilhelm Leibniz Universität Hannover
1
Published in...
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Cowles Foundation discussion paper
63
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
CoFE discussion papers
2
Discussion papers / Department of Economics, University of California San Diego
2
CREATES research paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
NCER working paper series
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
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
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
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ECONIS (ZBW)
119
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111
Unit root log periodogram regression
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001440489
Saved in:
112
Discrete Fourier transforms of fractional processes
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001440492
Saved in:
113
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
114
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
-
1997
Persistent link: https://www.econbiz.de/10000966051
Saved in:
115
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
-
1997
Persistent link: https://www.econbiz.de/10000966052
Saved in:
116
An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie
;
Phillips, Peter C. B.
-
1997
Persistent link: https://www.econbiz.de/10000974391
Saved in:
117
Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10000848865
Saved in:
118
Asymptotic equivalence of OLS and GLS in regressions with integrated regressors
Phillips, Peter C. B.
;
Park, Joon Y.
-
1987
-
Rev
Persistent link: https://www.econbiz.de/10000760970
Saved in:
119
Best median unbiased estimation in linear regression with bounded asymmetric loss functions
Andrews, Donald W. K.
;
Phillips, Peter C. B.
-
1986
Persistent link: https://www.econbiz.de/10000951483
Saved in:
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