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subject:"Theorie"
~person:"Giles, David E. A."
~person:"Lee, Lung-fei"
~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Statistischer Test"
~subject:"Zeitreihenanalyse"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
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Theorie
Estimation theory
Estimation
Statistischer Test
Zeitreihenanalyse
Schätztheorie
115
Theory
39
Regression analysis
31
Regressionsanalyse
31
Time series analysis
26
Statistical test
19
Heteroscedasticity
14
Heteroskedastizität
14
Autocorrelation
13
Autokorrelation
13
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Statistical theory
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118
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114
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8
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115
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Giles, David E. A.
Lee, Lung-fei
Phillips, Peter C. B.
Härdle, Wolfgang
104
Gao, Jiti
76
Linton, Oliver
67
Chernozhukov, Victor
65
Pesaran, M. Hashem
63
Dette, Holger
57
Imbens, Guido
50
Otsu, Taisuke
48
Newey, Whitney K.
46
Gouriéroux, Christian
43
Kapetanios, George
43
Lütkepohl, Helmut
43
Nielsen, Morten Ørregaard
40
Lechner, Michael
38
Sentana, Enrique
38
Koopman, Siem Jan
37
Swanson, Norman R.
37
Chen, Xiaohong
36
Johansen, Søren
35
Weidner, Martin
35
Croux, Christophe
34
Franses, Philip Hans
33
Marcellino, Massimiliano
33
Cai, Zongwu
30
Fernández-Val, Iván
30
Magnus, Jan R.
30
Wolf, Michael
30
Kleibergen, Frank
29
Andrews, Donald W. K.
28
Kilian, Lutz
28
Kitagawa, Toru
28
McAleer, Michael
28
Teräsvirta, Timo
28
Horowitz, Joel
27
Lewbel, Arthur
27
Peng, Bin
27
Fiorentini, Gabriele
26
Heckman, James J.
26
Nielsen, Bent
26
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Cowles Foundation discussion paper
79
Discussion paper / Department of Economics, University of Canterbury
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Discussion paper
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
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3
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1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
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ECONIS (ZBW)
115
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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
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:
4
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
10
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
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