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subject:"Estimation theory"
~person:"Croux, Christophe"
~person:"Phillips, Peter C. B."
~subject:"Volatilität"
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Estimation theory
Volatilität
Schätztheorie
365
Regression analysis
111
Regressionsanalyse
111
Time series analysis
110
Zeitreihenanalyse
110
Theorie
62
Theory
62
Cointegration
46
Kointegration
46
Robust statistics
45
Robustes Verfahren
45
Statistical test
40
Statistischer Test
40
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Autocorrelation
28
Autokorrelation
28
Panel
28
Panel study
28
Einheitswurzeltest
26
Unit root test
26
Correlation
24
Korrelation
24
Heteroscedasticity
23
Heteroskedastizität
23
Estimation
21
Schätzung
21
Bias
18
Forecasting model
18
Prognoseverfahren
18
Statistical distribution
18
Statistische Verteilung
18
Stochastic process
18
Stochastischer Prozess
18
Systematischer Fehler
18
Nichtlineare Regression
15
Nonlinear regression
15
Induktive Statistik
14
Statistical inference
14
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204
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365
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Croux, Christophe
Phillips, Peter C. B.
Pesaran, M. Hashem
184
Gao, Jiti
164
Härdle, Wolfgang
144
Linton, Oliver
142
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Baltagi, Badi H.
107
Chernozhukov, Victor
106
Chen, Xiaohong
98
Kapetanios, George
92
Imbens, Guido
91
Gouriéroux, Christian
90
Heckman, James J.
86
Lütkepohl, Helmut
86
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
75
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Su, Liangjun
70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
69
Johansen, Søren
66
Cai, Zongwu
65
Diebold, Francis X.
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
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Cowles Foundation discussion paper
102
Cowles Foundation Discussion Paper
44
Journal of econometrics
32
KBI
24
Econometric theory
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
The econometrics journal
5
Cowles Foundation paper
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Working paper
3
Econometric reviews
2
Econometrics : open access journal
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
Cowles Foundation Discussion Paper 1768
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Center for Economic Studies, Leuven
1
Energy economics
1
Essays in honor of Cheng Hsiao
1
European journal of operational research : EJOR
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of econometric methods
1
Journal of forecasting
1
Journal of retailing
1
Metrika : international journal for theoretical and applied statistics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
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ECONIS (ZBW)
365
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1
Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US
Morgan, Lynn Bergeland
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2023
Persistent link: https://www.econbiz.de/10014538947
Saved in:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
4
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:
5
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
7
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
8
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
9
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
10
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
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