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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Demetrescu, Matei"
~person:"Liang, Zhongwen"
~person:"Phillips, Peter C. B."
~subject:"Heteroscedasticity"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Heteroscedasticity
Estimation theory
113
Schätztheorie
113
Time series analysis
39
Zeitreihenanalyse
39
Theorie
30
Theory
30
Regression analysis
28
Regressionsanalyse
28
Kointegration
20
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
16
Schätzung
16
Einheitswurzeltest
14
Statistical test
14
Statistischer Test
14
Unit root test
14
Panel
12
Panel study
12
Forecasting model
10
Prognoseverfahren
10
Endogeneity
8
Autocorrelation
7
Autokorrelation
7
Bias
6
Correlation
6
Korrelation
6
Statistical distribution
6
Statistische Verteilung
6
Systematischer Fehler
6
Heteroskedastizität
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Capital income
4
IV-Schätzung
4
Induktive Statistik
4
Instrumental variables
4
Kapitaleinkommen
4
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25
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Collection of articles written by one author
Article in journal
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26
Graue Literatur
26
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26
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26
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25
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English
25
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Demetrescu, Matei
Liang, Zhongwen
Phillips, Peter C. B.
Sun, Yixiao
11
Lütkepohl, Helmut
9
Paruolo, Paolo
9
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
7
Taylor, Robert
7
Tu, Yundong
7
Boswijk, Herman Peter
6
Cavaliere, Giuseppe
6
Kurita, Takamitsu
6
Nielsen, Morten Ørregaard
6
Xiao, Zhijie
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Swanson, Norman R.
5
Wang, Qiying
5
Yang, Zhenlin
5
Chao, John C.
4
Rahbek, Anders
4
Tang, Chor Foon
4
Vogelsang, Timothy J.
4
Woutersen, Tiemen
4
Zhu, Ke
4
Anderson, Richard G.
3
Baltagi, Badi H.
3
Carnero, M. Angeles
3
Carrion i Silvestre, Josep Lluís
3
Chan, Ngai Hang
3
Doornik, Jurgen A.
3
Franchi, Massimo
3
Gao, Jiti
3
Hausman, Jerry A.
3
Hoffman, Dennis L.
3
Hsiao, Cheng
3
Hualde, Javier
3
Hwang, Jungbin
3
Jin, Fei
3
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Journal of econometrics
8
Econometric theory
7
Oxford bulletin of economics and statistics
2
Annals of economics and finance
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of time series econometrics
1
The econometrics journal
1
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ECONIS (ZBW)
25
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
5
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
6
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
Saved in:
7
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
8
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
9
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
10
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
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