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subject:"Time series analysis"
~person:"Phillips, Peter C. B."
~subject:"Kointegration"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Kointegration
Stochastic process
Estimation theory
300
Schätztheorie
300
Zeitreihenanalyse
96
Regression analysis
87
Regressionsanalyse
87
Theorie
54
Theory
54
Cointegration
43
Statistical test
40
Statistischer Test
40
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Autocorrelation
28
Autokorrelation
28
Einheitswurzeltest
26
Panel
26
Panel study
26
Unit root test
26
Heteroscedasticity
23
Heteroskedastizität
23
Statistical distribution
18
Statistische Verteilung
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
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Endogeneity
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English
133
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Phillips, Peter C. B.
Gao, Jiti
81
Koopman, Siem Jan
57
Johansen, Søren
52
Lütkepohl, Helmut
46
Nielsen, Morten Ørregaard
44
Franses, Philip Hans
41
Teräsvirta, Timo
41
Pesaran, M. Hashem
36
Kapetanios, George
34
Koop, Gary
32
Swanson, Norman R.
32
Linton, Oliver
31
Engle, Robert F.
30
Harvey, Andrew C.
29
Li, Degui
28
Rahbek, Anders
28
Taylor, Robert
28
Haldrup, Niels
27
Robinson, Peter M.
27
Lucas, André
26
Nelson, Daniel B.
26
Peng, Bin
26
Perron, Pierre
26
Sibbertsen, Philipp
26
Cavaliere, Giuseppe
25
Kristensen, Dennis
25
Maravall Herrero, Agustín
25
McAleer, Michael
25
Nielsen, Bent
25
Stock, James H.
25
Watson, Mark W.
25
Chambers, Marcus J.
24
Dong, Chaohua
24
Giraitis, Liudas
22
Gouriéroux, Christian
22
Hassler, Uwe
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Caporale, Guglielmo Maria
21
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Cowles Foundation discussion paper
39
Cowles Foundation Discussion Paper
22
Journal of econometrics
14
Econometric theory
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
Cowles Foundation paper
3
Working paper
3
The econometrics journal
2
Cowles Foundation Discussion Paper 1768
1
Econometric reviews
1
Econometrics : open access journal
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of financial time series
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 review of economic studies
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
133
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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
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:
3
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:
4
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:
5
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:
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/10013326614
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
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:
9
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
10
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:
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