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subject:"Estimation theory"
subject:"Schätzung"
~person:"Harvey, Andrew C."
~person:"Phillips, Peter C. B."
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
~type_genre:"Lehrbuch"
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Estimation theory
Schätzung
Theorie
142
Theory
142
Time series analysis
71
Zeitreihenanalyse
71
Stochastic process
30
Stochastischer Prozess
30
Schätztheorie
28
Einheitswurzeltest
25
Unit root test
25
Regression analysis
17
Regressionsanalyse
17
Autocorrelation
15
Autokorrelation
15
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Statistical test
11
Statistischer Test
11
Cointegration
10
Kointegration
10
Statistical distribution
10
Statistische Verteilung
10
Estimation
9
Method of moments
9
Momentenmethode
9
Panel
9
Panel study
9
USA
9
United States
9
Bias
8
Systematischer Fehler
8
Ökonometrie
8
Forecasting model
7
Modellierung
7
Prognoseverfahren
7
Scientific modelling
7
Econometrics
6
IV-Schätzung
6
Instrumental variables
6
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Free
19
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1
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Book / Working Paper
36
Article
1
Type of publication (narrower categories)
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Conference proceedings
Graue Literatur
Lehrbuch
Article in journal
51
Aufsatz in Zeitschrift
51
Arbeitspapier
32
Non-commercial literature
32
Working Paper
32
Collection of articles of several authors
4
Sammelwerk
4
Textbook
4
Aufsatzsammlung
2
Konferenzschrift
2
Aufsatz im Buch
1
Bibliografie
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1
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English
36
German
1
Author
All
Harvey, Andrew C.
Phillips, Peter C. B.
Härdle, Wolfgang
88
Pesaran, M. Hashem
63
Caporale, Guglielmo Maria
40
Gil-Alaña, Luis A.
39
Heckman, James J.
39
Franses, Philip Hans
34
Marcellino, Massimiliano
33
Hautsch, Nikolaus
29
Kilian, Lutz
28
Koopman, Siem Jan
26
Berg, Gerard J. van den
25
Imbens, Guido
25
Maravall Herrero, Agustín
25
McAleer, Michael
25
Swanson, Norman R.
25
Gouriéroux, Christian
24
Lucas, André
24
Blundell, Richard W.
23
Brännäs, Kurt
23
Rubio-Ramírez, Juan Francisco
23
Linton, Oliver
22
Polasek, Wolfgang
22
Herwartz, Helmut
21
Dijk, Herman K. van
20
Egger, Peter
20
Kohn, Robert
20
Lütkepohl, Helmut
20
Stahlecker, Peter
20
Angrist, Joshua D.
19
Dustmann, Christian
19
Jenkins, Stephen
19
Kaiser, Ulrich
19
Kleibergen, Frank
19
Schorfheide, Frank
19
Breitung, Jörg
18
Spokojnyj, Vladimir G.
18
Timmermann, Allan
18
Diebold, Francis X.
17
Jordà, Òscar
17
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Cowles Foundation discussion paper
20
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Cambridge working papers in economics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Econometric theory
1
Economics discussion papers
1
LSE handbooks in economics
1
Lehr- und Handbücher der Statistik
1
NCER working paper series
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
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ECONIS (ZBW)
37
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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
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
Saved in:
3
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:
4
Modeling time series with zero observations
Harvey, Andrew C.
;
Ito, Ryoko
-
2017
Persistent link: https://www.econbiz.de/10011631471
Saved in:
5
Casual change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011777165
Saved in:
6
The dynamic location/scale model : with applications to intra-day financial data
Andrès, Philippe
;
Harvey, Andrew C.
-
2012
Persistent link: https://www.econbiz.de/10009667180
Saved in:
7
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
8
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
9
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
10
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
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