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subject:"Theorie"
~person:"Phillips, Peter C. B."
~subject:"Einheitswurzeltest"
~subject:"Method of moments"
~subject:"Regressionsanalyse"
~subject:"Statistical distribution"
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Theorie
Einheitswurzeltest
Method of moments
Regressionsanalyse
Statistical distribution
Estimation theory
300
Schätztheorie
300
Time series analysis
96
Zeitreihenanalyse
96
Regression analysis
87
Theory
54
Cointegration
43
Kointegration
43
Statistical test
40
Statistischer Test
40
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Autocorrelation
28
Autokorrelation
28
Panel
26
Panel study
26
Unit root test
26
Heteroscedasticity
23
Heteroskedastizität
23
Statistische Verteilung
18
Stochastic process
18
Stochastischer Prozess
18
Bias
17
Systematischer Fehler
17
Estimation
15
Nichtlineare Regression
15
Nonlinear regression
15
Schätzung
15
Correlation
14
Induktive Statistik
14
Korrelation
14
Statistical inference
14
Forecasting model
11
Prognoseverfahren
11
Core
10
Endogeneity
9
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Free
86
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16
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Book / Working Paper
108
Article
64
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63
Aufsatz in Zeitschrift
63
Arbeitspapier
59
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59
Graue Literatur
58
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58
Aufsatz im Buch
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Language
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English
172
Author
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Phillips, Peter C. B.
Härdle, Wolfgang
104
Pesaran, M. Hashem
96
Andrews, Donald W. K.
81
Newey, Whitney K.
70
Linton, Oliver
56
Gouriéroux, Christian
55
Chernozhukov, Victor
50
McAleer, Michael
50
Swanson, Norman R.
50
Baltagi, Badi H.
48
Gao, Jiti
46
Imbens, Guido
46
Franses, Philip Hans
45
Dette, Holger
44
Li, Qi
44
Robinson, Peter M.
43
Horowitz, Joel
41
Ullah, Aman
41
Dufour, Jean-Marie
40
Giles, David E. A.
40
Smith, Richard J.
39
Otsu, Taisuke
38
Winkelmann, Rainer
38
Bera, Anil K.
37
Wooldridge, Jeffrey M.
35
Hsiao, Cheng
34
Lee, Lung-fei
34
Cai, Zongwu
33
Kohn, Robert
33
Stock, James H.
33
King, Maxwell L.
32
Chen, Xiaohong
31
Heckman, James J.
31
Kapetanios, George
31
Krämer, Walter
31
Croux, Christophe
30
Johansen, Søren
30
Kiviet, J. F.
30
White, Halbert
30
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Cowles Foundation discussion paper
56
Cowles Foundation Discussion Paper
22
Econometric theory
17
Journal of econometrics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
The econometrics journal
2
Annals of economics and statistics
1
Cowles Foundation Discussion Paper 1768
1
Cowles Foundation paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometrics : open access journal
1
Economics letters
1
Handbook of econometrics ; Vol. 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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 paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
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ECONIS (ZBW)
172
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1
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:
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
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:
4
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:
5
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:
6
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
7
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
Saved in:
8
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
-
2021
Persistent link: https://www.econbiz.de/10012807797
Saved in:
9
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
10
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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