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subject:"Theorie"
~person:"Giles, David E. A."
~person:"Lee, Lung-fei"
~person:"Phillips, Peter C. B."
~subject:"Cointegration"
~subject:"Estimation"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Theorie
Cointegration
Estimation
Statistischer Test
Zeitreihenanalyse
Estimation theory
115
Schätztheorie
115
Theory
39
Regression analysis
31
Regressionsanalyse
31
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26
Statistical test
19
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14
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14
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Giles, David E. A.
Lee, Lung-fei
Phillips, Peter C. B.
Härdle, Wolfgang
67
Gao, Jiti
51
Pesaran, M. Hashem
47
Koopman, Siem Jan
34
Linton, Oliver
34
Franses, Philip Hans
33
Gouriéroux, Christian
32
Lütkepohl, Helmut
30
Johansen, Søren
29
Sentana, Enrique
28
Swanson, Norman R.
28
Kapetanios, George
27
Nielsen, Morten Ørregaard
27
Cai, Zongwu
24
Imbens, Guido
23
Lucas, André
23
Maravall Herrero, Agustín
23
Marcellino, Massimiliano
23
Brännäs, Kurt
22
Kleibergen, Frank
22
Teräsvirta, Timo
22
Dette, Holger
21
Chernozhukov, Victor
20
Fiorentini, Gabriele
20
Spokojnyj, Vladimir G.
20
Breitung, Jörg
19
Kohn, Robert
19
Koop, Gary
19
McAleer, Michael
19
Peng, Bin
19
Sibbertsen, Philipp
19
Andrews, Donald W. K.
18
Heckman, James J.
18
Lechner, Michael
18
Robert, Christian P.
18
Stahlecker, Peter
18
Zakoïan, Jean-Michel
18
Amengual, Dante
17
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17
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Cowles Foundation discussion paper
48
Discussion paper / Department of Economics, University of Canterbury
11
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6
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4
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3
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1
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ECONIS (ZBW)
78
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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
Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US
Morgan, Lynn Bergeland
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2023
Persistent link: https://www.econbiz.de/10014538947
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
Saved in:
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
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:
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/10013542193
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
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
-
2021
Persistent link: https://www.econbiz.de/10012618237
Saved in:
10
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
-
2020
Persistent link: https://www.econbiz.de/10012320628
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