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subject:"Schätztheorie"
~person:"Kohn, Robert"
~person:"Phillips, Peter C. B."
~person:"Robinson, Peter M."
~subject:"Bubbles"
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Search: subject_exact:"Theory"
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Schätztheorie
Bubbles
Theorie
493
Theory
493
Time series analysis
180
Zeitreihenanalyse
180
Estimation theory
109
Stochastic process
75
Stochastischer Prozess
75
Nichtparametrisches Verfahren
65
Nonparametric statistics
65
Einheitswurzeltest
57
Unit root test
57
Regression analysis
53
Regressionsanalyse
53
Cointegration
47
Kointegration
46
Estimation
35
Schätzung
35
Autocorrelation
33
Autokorrelation
33
Panel
32
Panel study
32
Econometrics
30
Ökonometrie
30
Bayes-Statistik
27
Bayesian inference
27
Method of moments
25
Momentenmethode
25
Statistical test
23
Statistischer Test
23
Modellierung
21
Scientific modelling
21
Statistical distribution
19
Statistical theory
19
Statistische Methodenlehre
19
Statistische Verteilung
19
Spekulationsblase
17
Bootstrap approach
16
Bootstrap-Verfahren
16
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25
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65
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61
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Article in journal
58
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58
Arbeitspapier
57
Graue Literatur
57
Non-commercial literature
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English
126
Author
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Kohn, Robert
Phillips, Peter C. B.
Robinson, Peter M.
Härdle, Wolfgang
68
Pesaran, M. Hashem
61
Gouriéroux, Christian
51
Andrews, Donald W. K.
44
Franses, Philip Hans
43
Newey, Whitney K.
42
Sornette, Didier
42
McAleer, Michael
36
Ventura, Jaume
36
Giles, David E. A.
35
Imbens, Guido
35
Swanson, Norman R.
35
Jarrow, Robert A.
31
Heckman, James J.
30
Horowitz, Joel
29
Martin, Alberto
29
Baltagi, Badi H.
28
Diebold, Francis X.
26
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Granger, C. W. J.
25
Allen, Franklin
24
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Zakoïan, Jean-Michel
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
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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
16
Working paper series
16
Journal of econometrics
13
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
11
Econometric theory
8
Suntory and Toyota International Centres for Economics and Related Disciplines
7
The review of economic studies
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Oxford bulletin of economics and statistics
4
Cowles Foundation Discussion Paper
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
CAFE Research Paper
1
Discussion paper / School of Economics, The University of New South Wales
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
HKIMR Working Paper
1
Handbook of econometrics ; Vol. 1
1
International economic review
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Macquarie Business School Research Paper
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Research in economics : an international review of economics
1
Revista de econometria
1
Revista española de economía
1
Robust inference
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 review of financial studies
1
Working papers in economics
1
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ECONIS (ZBW)
126
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31
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40
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126
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31
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618860
Saved in:
32
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
33
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001548868
Saved in:
34
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
35
Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
36
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
Saved in:
37
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:
38
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
39
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
Saved in:
40
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Saved in:
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