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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Applied economics"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
~subject:"Monte Carlo simulation"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Kointegration
Monte Carlo simulation
Stochastic process
Estimation theory
2,026
Schätztheorie
2,026
Theorie
454
Theory
454
Zeitreihenanalyse
385
Nichtparametrisches Verfahren
357
Nonparametric statistics
357
Regression analysis
321
Regressionsanalyse
321
Estimation
269
Schätzung
265
Statistical test
186
Statistischer Test
186
Panel
176
Panel study
176
Volatility
125
Volatilität
125
Method of moments
124
Momentenmethode
123
Induktive Statistik
100
Statistical inference
100
Maximum likelihood estimation
91
Maximum-Likelihood-Schätzung
91
Autocorrelation
90
Autokorrelation
89
Cointegration
87
Forecasting model
87
Prognoseverfahren
87
Bootstrap approach
86
Bootstrap-Verfahren
86
Instrumental variables
82
Statistical distribution
75
Statistische Verteilung
75
Stochastischer Prozess
73
IV-Schätzung
71
Causality analysis
66
Kausalanalyse
66
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Undetermined
236
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38
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Article
477
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61
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Article in journal
473
Aufsatz in Zeitschrift
473
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41
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41
Graue Literatur
40
Non-commercial literature
40
Collection of articles of several authors
7
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7
Conference paper
3
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3
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3
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2
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English
538
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Phillips, Peter C. B.
53
Chen, Xiaohong
9
Linton, Oliver
9
Taylor, Robert
9
Todorov, Viktor
9
Andrews, Donald W. K.
8
Leybourne, Stephen James
7
Li, Jia
7
Robinson, Peter M.
7
Wang, Qiying
7
Xiao, Zhijie
7
Andersen, Torben
6
Gao, Jiti
6
Koopman, Siem Jan
6
Park, Joon Y.
6
Tauchen, George Eugene
6
Davis, Richard A.
5
Francq, Christian
5
Kim, Donggyu
5
Li, Degui
5
Li, Dong
5
Li, Qi
5
Li, Yingying
5
Lieberman, Offer
5
Perron, Pierre
5
Tu, Yundong
5
Yu, Jun
5
Zhu, Ke
5
Aït-Sahalia, Yacine
4
Chambers, Marcus J.
4
Harvey, David I.
4
Johansen, Søren
4
Kristensen, Dennis
4
Liao, Zhipeng
4
Ng, Serena
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Shephard, Neil G.
4
Sun, Yixiao
4
Varneskov, Rasmus Tangsgaard
4
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Published in...
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Applied economics
Cowles Foundation discussion paper
Journal of econometrics
Econometric theory
195
Economics letters
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
188
Discussion paper / Tinbergen Institute
141
Econometric reviews
129
CREATES research paper
78
International journal of forecasting
76
Working paper / Department of Econometrics and Business Statistics, Monash University
76
Applied economics letters
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
62
Econometrics : open access journal
61
Journal of forecasting
61
NBER Working Paper
60
The econometrics journal
60
Economic modelling
59
Computational economics
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Journal of the American Statistical Association : JASA
49
Journal of time series econometrics
43
NBER working paper series
41
Série des documents de travail / Centre de Recherche en Économie et Statistique
41
EUI working paper / ECO
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
Discussion paper / Center for Economic Research, Tilburg University
38
Journal of applied econometrics
38
European journal of operational research : EJOR
36
Working paper / National Bureau of Economic Research, Inc.
36
Oxford bulletin of economics and statistics
35
Working paper
35
Journal of empirical finance
33
Report / Econometric Institute, Erasmus University Rotterdam
33
SFB 649 discussion paper
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
CEMMAP working papers / Centre for Microdata Methods and Practice
30
Discussion paper / Department of Economics, University of California San Diego
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
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ECONIS (ZBW)
538
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
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
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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4
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:
5
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
6
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
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8
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
Saved in:
9
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
10
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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