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subject:"Theory"
~isPartOf:"Econometric theory"
~person:"Phillips, Peter C. B."
~subject:"Scientific modelling"
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Theory
Scientific modelling
Theorie
30
Time series analysis
11
Zeitreihenanalyse
11
Estimation theory
6
Schätztheorie
6
Cointegration
5
Econometrics
5
Kointegration
5
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5
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5
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5
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08.10.1993
1
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2
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Phillips, Peter C. B.
Saikkonen, Pentti
16
Linton, Oliver
13
Taylor, Robert
11
Xiao, Zhijie
11
Andrews, Donald W. K.
10
Lee, Lung-fei
10
Florens, Jean-Pierre
9
Hong, Yongmiao
9
Lütkepohl, Helmut
9
Wang, Qiying
9
Abadir, Karim Maher
8
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8
Lieberman, Offer
8
Perron, Pierre
8
Robinson, Peter M.
8
Horváth, Lajos
7
Park, Joon Y.
7
Pötscher, Benedikt M.
7
Tanaka, Katsuto
7
White, Halbert
7
Anatolyev, Stanislav
6
Bierens, Herman J.
6
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6
Davidson, James E. H.
6
Härdle, Wolfgang
6
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6
Whang, Yoon-jae
6
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6
Zakoïan, Jean-Michel
6
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5
Fan, Yanqin
5
Gouriéroux, Christian
5
Hahn, Jinyong
5
Harris, David
5
Hidalgo, Javier
5
Johansen, Søren
5
Knight, John L.
5
Li, Qi
5
Nabeya, Seiji
5
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Econometric theory
Cowles Foundation discussion paper
104
Cowles Foundation Discussion Paper
39
Journal of econometrics
36
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Econometric reviews
8
The econometrics journal
7
Journal of applied econometrics
5
Oxford bulletin of economics and statistics
5
The review of economic studies
3
Discussion papers / Department of Economics, University of California San Diego
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of empirical finance
2
Journal of financial econometrics
2
New Zealand economic papers
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
The review of financial studies
2
CAFE Research Paper
1
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1
Discussion paper / Centre for Economic Policy Research
1
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1
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Essays in honor of Joon Y. Park : econometric theory
1
Global COE Hi-Stat discussion paper series
1
HKIMR Working Paper
1
Handbook of econometrics ; Vol. 1
1
Información comercial española / Cuadernos económicos
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of quantitative economics
1
Macquarie Business School Research Paper
1
NCER working paper series
1
Papers in honor of Patrick C. McMahon
1
Practical issues in cointegration analysis
1
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ECONIS (ZBW)
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1
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
2
Latent variable nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
;
Kasparis, Ioannis
- In:
Econometric theory
37
(
2021
)
1
,
pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
Saved in:
3
Financial bubble implosion and reverse regression
Phillips, Peter C. B.
;
Shi, Shu-Ping
- In:
Econometric theory
34
(
2018
)
4
,
pp. 705-753
Persistent link: https://www.econbiz.de/10011951424
Saved in:
4
Tjalling C. Koopmans Econometric Theory Prize 2015-2017
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
4
,
pp. 947-948
Persistent link: https://www.econbiz.de/10011951438
Saved in:
5
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
6
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
7
Weak convergence to stochastic integrals for econometric applications
Liang, Hanying
;
Phillips, Peter C. B.
;
Wang, Hanchao
; …
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1349-1375
Persistent link: https://www.econbiz.de/10011661978
Saved in:
8
Memorial to Edmond Malinvaud
Phillips, Peter C. B.
- In:
Econometric theory
31
(
2015
)
3
,
pp. 423-425
Persistent link: https://www.econbiz.de/10011290878
Saved in:
9
Special issue of econometric theory on SETA 2010 : editors' introduction
Phillips, Peter C. B.
;
Yu, Jun
- In:
Econometric theory
30
(
2014
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10010399789
Saved in:
10
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
Saved in:
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