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subject:"Forecasting model"
subject:"United Kingdom"
~person:"Phillips, Peter C. B."
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Forecasting model
United Kingdom
Volatility
Estimation theory
300
Schätztheorie
300
Time series analysis
96
Zeitreihenanalyse
96
Regression analysis
87
Regressionsanalyse
87
Theorie
54
Theory
54
Cointegration
43
Kointegration
43
Statistical test
40
Statistischer Test
40
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Autocorrelation
28
Autokorrelation
28
Einheitswurzeltest
26
Panel
26
Panel study
26
Unit root test
26
Heteroscedasticity
23
Heteroskedastizität
23
Statistical distribution
18
Statistische Verteilung
18
Stochastic process
18
Stochastischer Prozess
18
Bias
17
Systematischer Fehler
17
Estimation
15
Nichtlineare Regression
15
Nonlinear regression
15
Schätzung
15
Correlation
14
Induktive Statistik
14
Korrelation
14
Statistical inference
14
Prognoseverfahren
11
Core
10
Endogeneity
9
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English
16
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Phillips, Peter C. B.
Swanson, Norman R.
41
Koopman, Siem Jan
27
Diebold, Francis X.
25
Corradi, Valentina
23
Koop, Gary
21
Marcellino, Massimiliano
20
Teräsvirta, Timo
20
Todorov, Viktor
19
Kapetanios, George
17
Li, Jia
17
Cai, Zongwu
16
Clark, Todd E.
16
Kumar, Dilip
16
McCracken, Michael W.
16
Härdle, Wolfgang
15
Li, Yingying
15
Xu, Ke-Li
15
Andersen, Torben
14
Croux, Christophe
14
Gao, Jiti
14
Hendry, David F.
14
Huber, Florian
14
Linton, Oliver
14
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Hafner, Christian M.
13
Hyndman, Rob J.
13
Pesaran, M. Hashem
13
Rossi, Barbara
13
Ghysels, Eric
12
Kim, Donggyu
12
West, Kenneth D.
12
Chevillon, Guillaume
11
Lucas, André
11
Mancino, Maria Elvira
11
Athanasopoulos, George
10
Bekaert, Geert
10
Hurvich, Clifford M.
10
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Cowles Foundation discussion paper
6
Cowles Foundation Discussion Paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
16
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11
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
12
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
13
Tilted nonparametric estimation of volatility functions
Phillips, Peter C. B.
(
contributor
);
Xu, Ke-Li
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003723111
Saved in:
14
Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
Saved in:
15
Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
Saved in:
16
Econometric model determination
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
Saved in:
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