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subject:"Prognoseverfahren"
subject:"Time series analysis"
~person:"Phillips, Peter C. B."
~subject:"Cointegration"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Time series analysis
Cointegration
Monte-Carlo-Simulation
Estimation theory
300
Schätztheorie
300
Zeitreihenanalyse
96
Regression analysis
87
Regressionsanalyse
87
Theorie
54
Theory
54
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
Forecasting model
11
Core
10
Endogeneity
9
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Free
71
Undetermined
14
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Book / Working Paper
92
Article
41
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Article in journal
40
Aufsatz in Zeitschrift
40
Arbeitspapier
37
Working Paper
37
Graue Literatur
36
Non-commercial literature
36
Aufsatz im Buch
1
Aufsatzsammlung
1
Bibliografie
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Book section
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Collection of articles of several authors
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Language
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English
133
Author
All
Phillips, Peter C. B.
Gao, Jiti
88
Koopman, Siem Jan
59
Johansen, Søren
52
Pesaran, M. Hashem
48
Lütkepohl, Helmut
47
Franses, Philip Hans
45
Nielsen, Morten Ørregaard
44
Swanson, Norman R.
44
Teräsvirta, Timo
43
Kapetanios, George
41
Koop, Gary
38
Linton, Oliver
32
Hendry, David F.
31
Taylor, Robert
31
Harvey, Andrew C.
29
Li, Degui
28
Robinson, Peter M.
28
Schorfheide, Frank
28
Haldrup, Niels
27
Leybourne, Stephen James
27
Rahbek, Anders
27
Sibbertsen, Philipp
27
Diebold, Francis X.
26
Engle, Robert F.
26
Kristensen, Dennis
26
Lucas, André
26
Marcellino, Massimiliano
26
Nelson, Daniel B.
26
Nielsen, Bent
26
Peng, Bin
26
Perron, Pierre
26
Maravall Herrero, Agustín
25
Stock, James H.
25
Watson, Mark W.
25
West, Kenneth D.
25
Baltagi, Badi H.
24
Cai, Zongwu
24
Caporale, Guglielmo Maria
24
Cavaliere, Giuseppe
24
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Published in...
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Cowles Foundation discussion paper
39
Cowles Foundation Discussion Paper
25
Journal of econometrics
14
Econometric theory
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Cowles Foundation paper
3
Working paper
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
The econometrics journal
2
Cowles Foundation Discussion Paper 1768
1
Econometric reviews
1
Econometrics : open access journal
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Oxford bulletin of economics and statistics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
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
1
Working papers in economics
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ECONIS (ZBW)
133
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133
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1
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:
2
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:
3
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:
4
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:
5
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:
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/10013326614
Saved in:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
8
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
9
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
10
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:
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