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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:"Unit root test"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Unit root test
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
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
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Heteroskedastizität
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Capital income
4
IV-Schätzung
4
Induktive Statistik
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4
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Article
33
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Collection of articles written by one author
Article in journal
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33
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18
Graue Literatur
18
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18
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18
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English
33
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Demetrescu, Matei
Liang, Zhongwen
Phillips, Peter C. B.
Taylor, Robert
13
Paruolo, Paolo
9
Wagner, Martin
9
Westerlund, Joakim
9
Omay, Tolga
8
Ramírez, Miguel D.
8
Boswijk, Herman Peter
7
Cavaliere, Giuseppe
7
Johansen, Søren
7
Leybourne, Stephen James
7
Bohn Nielsen, Heino
6
Chambers, Marcus J.
6
Cook, Steven
6
Harvey, David I.
6
Kurita, Takamitsu
6
Tu, Yundong
6
Wang, Qiying
6
Kejriwal, Mohitosh
5
Nielsen, Morten Ørregaard
5
Perron, Pierre
5
Rahbek, Anders
5
Carrion i Silvestre, Josep Lluís
4
Chang, Tsangyao
4
Hsiao, Cheng
4
Lee, Junsoo
4
Lütkepohl, Helmut
4
Tang, Chor Foon
4
Vougas, Dimitrios V.
4
Xiao, Zhijie
4
Anderson, Richard G.
3
Choi, In
3
Dong, Chaohua
3
Doornik, Jurgen A.
3
Duffy, James A.
3
Elliott, Graham
3
Emirmahmutoglu, Furkan
3
Franchi, Massimo
3
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Journal of econometrics
11
Econometric theory
7
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
The econometrics journal
2
Annals of economics and finance
1
Economic modelling
1
Economics letters
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
33
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1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
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
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
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