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subject:"Time series analysis"
~person:"Nielsen, Morten Ørregaard"
~person:"Phillips, Peter C. B."
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Stochastic process
Estimation theory
369
Schätztheorie
369
Zeitreihenanalyse
134
Regression analysis
88
Regressionsanalyse
88
Cointegration
58
Kointegration
58
Theorie
57
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57
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45
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40
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33
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English
146
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Nielsen, Morten Ørregaard
Phillips, Peter C. B.
Gao, Jiti
74
Koopman, Siem Jan
56
Johansen, Søren
43
Lütkepohl, Helmut
42
Franses, Philip Hans
39
Teräsvirta, Timo
39
Kapetanios, George
33
Koop, Gary
31
Linton, Oliver
31
Swanson, Norman R.
31
Engle, Robert F.
30
Harvey, Andrew C.
29
Pesaran, M. Hashem
28
Lucas, André
26
Nelson, Daniel B.
26
Sibbertsen, Philipp
26
Li, Degui
25
Maravall Herrero, Agustín
25
McAleer, Michael
25
Peng, Bin
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Perron, Pierre
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Giraitis, Liudas
22
Gouriéroux, Christian
22
Haldrup, Niels
22
Hassler, Uwe
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Cavaliere, Giuseppe
21
Dong, Chaohua
21
Ghysels, Eric
20
Hendry, David F.
20
Sentana, Enrique
20
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Cowles Foundation discussion paper
32
Cowles Foundation Discussion Paper
17
Journal of econometrics
13
CREATES research paper
11
Queen's Economics Department working paper
11
Econometric theory
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
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3
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3
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2
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1
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1
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1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Oxford bulletin of economics and statistics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
The econometrics journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
146
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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
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:
3
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
4
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
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/10013542193
Saved in:
6
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
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
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:
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
Saved in:
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