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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Simplicity, inference and modeling : keeping it sophisticatedly simple"
~person:"Phillips, Peter C. B."
~subject:"Panel"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Panel
Zeitreihenanalyse
Estimation theory
55
Schätztheorie
55
Time series analysis
19
Regression analysis
14
Regressionsanalyse
14
Theorie
12
Theory
12
Cointegration
11
Kointegration
11
Nichtparametrisches Verfahren
7
Nonparametric statistics
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6
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6
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Phillips, Peter C. B.
Taylor, Robert
12
Gao, Jiti
11
Leybourne, Stephen James
11
Linton, Oliver
11
Robinson, Peter M.
11
Su, Liangjun
11
Baltagi, Badi H.
9
Sun, Yixiao
9
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7
Chen, Xiaohong
7
Johansen, Søren
7
Lee, Lung-fei
7
Li, Jia
7
Li, Qi
7
Todorov, Viktor
7
Andersen, Torben
6
Bai, Jushan
6
Davis, Richard A.
6
Francq, Christian
6
Hsiao, Cheng
6
Koopman, Siem Jan
6
Li, Kunpeng
6
Ng, Serena
6
Peng, Bin
6
Pesaran, M. Hashem
6
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6
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Xiao, Zhijie
6
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5
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5
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5
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5
Li, Yingying
5
Lütkepohl, Helmut
5
Perron, Pierre
5
Schmidt, Peter
5
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5
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5
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Econometric theory
Journal of econometrics
Simplicity, inference and modeling : keeping it sophisticatedly simple
Cowles Foundation discussion paper
37
Cowles Foundation Discussion Paper
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Cowles Foundation paper
3
Working paper
3
Econometrics : open access journal
2
The econometrics journal
2
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1
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1
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1
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1
Special issue on new developments in time series econometrics
1
The review of economic studies
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
22
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1
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:
2
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:
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
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:
5
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
6
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
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
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
Saved in:
9
Weak σ-convergence : theory and applications
Kong, Jianning
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10012302556
Saved in:
10
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
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