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subject:"Schätztheorie"
~isPartOf:"Working paper series / Department of Economics, Auckland Business School, The University of Auckland"
~person:"Giles, David E. A."
~person:"Phillips, Peter C. B."
~person:"Stahlecker, Peter"
~subject:"Bootstrap-Verfahren"
~subject:"Cointegration"
~subject:"Neuseeland"
~subject:"Stochastischer Prozess"
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Schätztheorie
Bootstrap-Verfahren
Cointegration
Neuseeland
Stochastischer Prozess
Theorie
9
Theory
9
Estimation theory
5
Bias
3
Systematischer Fehler
3
Time series analysis
3
Zeitreihenanalyse
3
Autocorrelation
2
Autokorrelation
2
Stochastic process
2
Yield curve
2
Zinsstruktur
2
1999-2001
1
Cross-section analysis
1
Economic growth
1
Forecast
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate derivative
1
Mathematical programming
1
Mathematische Optimierung
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
National income
1
Nationaleinkommen
1
New Zealand
1
Nichtlineare Optimierung
1
Nonlinear programming
1
Option pricing theory
1
Optionspreistheorie
1
Panel
1
Panel study
1
Prognose
1
Prognoseverfahren
1
Querschnittsanalyse
1
Resampling
1
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7
Graue Literatur
7
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7
Working Paper
7
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English
7
Author
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Giles, David E. A.
Phillips, Peter C. B.
Stahlecker, Peter
Yu, Jun
8
Sul, Donggyu
4
Knight, John L.
2
Mark, Nelson C.
2
Meyer, Renate
2
Berg, Andreas
1
Blyth, Conrad Alexander
1
Chao, John C.
1
Choi, Chi-young
1
Moon, Hyungsik Roger
1
Reeves, Jonathan J.
1
Rogers, Alan J.
1
Satchell, Stephen
1
Schiff, Aaron F.
1
Small, John P.
1
Triggs, Christopher M.
1
Tse, Yiu Kuen
1
Williams, Julian
1
Yang, Zhenlin
1
Zhang, X. B.
1
Ōgaki, Masao
1
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
Cowles Foundation discussion paper
41
Journal of econometrics
17
Econometric theory
16
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
13
Cowles Foundation Discussion Paper
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
9
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Discussion paper
5
Oxford bulletin of economics and statistics
5
Wirtschaftswissenschaftliche Diskussionsbeiträge / V
5
Econometric reviews
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
The review of economic studies
3
Applied economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
New Zealand economic papers
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
The econometrics journal
2
Econometrics : open access journal
1
Global COE Hi-Stat discussion paper series
1
Handbook of econometrics ; Vol. 1
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of quantitative economics
1
Journal of regional science
1
Mathematical methods of operations research
1
Pacific economic review
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Special issue on new developments in time series econometrics
1
Statistical papers
1
Statistics : textbooks and monographs
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The economic journal : the journal of the Royal Economic Society
1
The economic record : er
1
The journal of international trade & economic development
1
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ECONIS (ZBW)
7
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1
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001873256
Saved in:
2
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001873297
Saved in:
3
Forecasting New Zealand's real GDP
Schiff, Aaron F.
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001513379
Saved in:
4
Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001558290
Saved in:
5
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
6
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
-
1997
Persistent link: https://www.econbiz.de/10000966051
Saved in:
7
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
-
1997
Persistent link: https://www.econbiz.de/10000966052
Saved in:
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