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subject:"Wahrscheinlichkeitsrechnung"
type_genre:"Handbuch"
~person:"Arnold, Bernhard"
~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Regressionsanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Einführung"
~type_genre:"Konferenzbeitrag"
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Wahrscheinlichkeitsrechnung
Estimation theory
Regressionsanalyse
Schätztheorie
112
Regression analysis
40
Theorie
34
Theory
34
Time series analysis
26
Zeitreihenanalyse
26
Statistical test
19
Statistischer Test
19
Heteroscedasticity
14
Heteroskedastizität
14
Autocorrelation
13
Autokorrelation
13
Cointegration
12
Kointegration
12
Panel
11
Panel study
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Bias
7
Correlation
7
Korrelation
7
Statistical distribution
7
Statistische Verteilung
7
Systematischer Fehler
7
Nichtlineare Regression
6
Nonlinear regression
6
Stochastic process
6
Stochastischer Prozess
6
Core
5
Einheitswurzeltest
5
Estimation
5
Schätzung
5
Unit root test
5
Endogeneity
4
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4
Fuzzy sets
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Fuzzy-Set-Theorie
4
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90
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Handbuch
Arbeitspapier
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111
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Arnold, Bernhard
Phillips, Peter C. B.
Härdle, Wolfgang
114
Pesaran, M. Hashem
78
Gao, Jiti
76
Chernozhukov, Victor
66
Dette, Holger
63
Imbens, Guido
59
Linton, Oliver
59
McAleer, Michael
53
Newey, Whitney K.
48
Gouriéroux, Christian
45
Lütkepohl, Helmut
45
Kapetanios, George
43
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Chen, Xiaohong
39
Koopman, Siem Jan
37
Swanson, Norman R.
36
Johansen, Søren
34
Scaillet, Olivier
34
Weidner, Martin
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Simar, Léopold
32
Cai, Zongwu
31
Kilian, Lutz
30
Andrews, Donald W. K.
29
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Smith, Richard J.
29
Kitagawa, Toru
28
Kiviet, J. F.
28
Lucas, André
28
Croux, Christophe
27
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Cowles Foundation discussion paper
81
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
13
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Working paper / Department of Econometrics and Business Statistics, Monash University
4
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3
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ECONIS (ZBW)
112
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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
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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
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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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