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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of productivity analysis"
~person:"Phillips, Peter C. B."
~subject:"Induktive Statistik"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Induktive Statistik
Theorie
Estimation theory
11
Schätztheorie
11
Theory
9
Time series analysis
4
Zeitreihenanalyse
4
Forecasting model
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
Autocorrelation
1
Autokorrelation
1
Autoregressive root
1
Causality test
1
Cointegration
1
Consumer price index
1
Economy of time
1
Einheitswurzeltest
1
Equilibrium theory
1
Gleichgewichtstheorie
1
Kointegration
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Panel study
1
Statistical distribution
1
Statistical test
1
Statistical theory
1
Statistische Methodenlehre
1
Statistische Verteilung
1
Statistischer Test
1
Stochastischer Prozess
1
USA
1
Unit root test
1
United States
1
Verbraucherpreisindex
1
Zeitökonomie
1
confidence belt
1
confidence interval
1
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10
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Phillips, Peter C. B.
Andrews, Donald W. K.
18
Newey, Whitney K.
13
Horowitz, Joel
8
Robinson, Peter M.
7
Imbens, Guido
6
Simar, Léopold
6
Lewbel, Arthur
5
Bai, Jushan
4
Chernozhukov, Victor
4
Dufour, Jean-Marie
4
Kitamura, Yuichi
4
Matzkin, Rosa L.
4
Nelson, Daniel B.
4
Ploberger, Werner
4
Schmidt, Peter
4
Smith, Richard J.
4
Stock, James H.
4
Tauchen, George Eugene
4
White, Halbert
4
Davidson, Russell
3
Gallant, A. Ronald
3
Graham, Bryan S.
3
Hahn, Jinyong
3
Hirano, Keisuke
3
Pakes, Ariel
3
Perron, Pierre
3
Powell, James
3
Sims, Christopher A.
3
Vuong, Quang H.
3
Ai, Chunrong
2
Altonji, Joseph G.
2
Arellano, Manuel
2
Aït-Sahalia, Yacine
2
Berry, Steven
2
Bierens, Herman J.
2
Chen, Xiaohong
2
Chesher, Andrew
2
Cowell, Frank A.
2
Duclos, Jean-Yves
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of productivity analysis
Cowles Foundation discussion paper
30
Journal of econometrics
11
Cowles Foundation Discussion Paper
8
Econometric theory
8
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Econometrics : open access journal
1
Economics letters
1
Essays in honor of Cheng Hsiao
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
1
International economic review
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The econometrics journal
1
The review of financial studies
1
Working paper
1
Working papers in economics
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1
Transition modeling and econometric convergence tests
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1771-1855
Persistent link: https://www.econbiz.de/10003611996
Saved in:
2
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
Saved in:
3
New tools for understanding spurious regressions
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1299-1325
Persistent link: https://www.econbiz.de/10001252665
Saved in:
4
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:
5
Fully modified least squares and vector autoregression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1023-1078
Persistent link: https://www.econbiz.de/10001190392
Saved in:
6
Some exact distribution theory for maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 73-93
Persistent link: https://www.econbiz.de/10001169511
Saved in:
7
Optimal inference in cointegrated systems
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 283-306
Persistent link: https://www.econbiz.de/10001101896
Saved in:
8
Error correction and long-run equilibrium in continuous time
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
4
,
pp. 967-980
Persistent link: https://www.econbiz.de/10001108584
Saved in:
9
Asymptotic properties of residual based tests for cointegration
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10001084872
Saved in:
10
Regression theory for near-integrated time series
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
5
,
pp. 1021-1043
Persistent link: https://www.econbiz.de/10001054010
Saved in:
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