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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Lucas, André"
~person:"Phillips, Peter C. B."
~person:"Tauchen, George Eugene"
~subject:"Schätztheorie"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Schätztheorie
Statistical distribution
Estimation theory
372
Time series analysis
134
Zeitreihenanalyse
134
Regression analysis
91
Regressionsanalyse
91
Theorie
81
Theory
81
Cointegration
44
Kointegration
44
Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistical test
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Statistischer Test
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Estimation
36
Schätzung
36
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Autocorrelation
33
Autokorrelation
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Einheitswurzeltest
29
Unit root test
29
Volatilität
28
Panel
25
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Statistische Verteilung
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Heteroscedasticity
23
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23
Nichtlineare Regression
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Nonlinear regression
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17
Systematischer Fehler
17
Correlation
16
Forecasting model
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Lucas, André
Phillips, Peter C. B.
Tauchen, George Eugene
Pesaran, M. Hashem
184
Gao, Jiti
162
Härdle, Wolfgang
144
Linton, Oliver
141
Andrews, Donald W. K.
136
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
Sun, Yixiao
65
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Cowles Foundation discussion paper
101
Cowles Foundation Discussion Paper
44
Journal of econometrics
43
Econometric theory
25
Discussion paper / Tinbergen Institute
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
ERID working paper
5
Econometric reviews
5
Economics letters
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Cowles Foundation paper
4
The econometrics journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
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3
Oxford bulletin of economics and statistics
3
The review of economic studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annals of economics and statistics
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Computation and estimation in finance and economics
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Cowles Foundation Discussion Paper 1768
1
Discussion paper / Department of Economics, University of California San Diego
1
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1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion papers in economics
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Economic Research Initiatives at Duke (ERID) Working Paper
1
Essays in honor of Cheng Hsiao
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
372
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1
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:
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
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
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
5
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
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
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:
8
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
9
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:
10
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
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