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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Koopman, Siem Jan"
~person:"Phillips, Peter C. B."
~person:"Sun, Yixiao"
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Zeitreihenanalyse
Estimation theory
31
Schätztheorie
31
Time series analysis
10
Regression analysis
9
Regressionsanalyse
9
Cointegration
6
Kointegration
6
Theorie
6
Theory
6
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Nichtlineare Regression
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08.10.1993
1
Autocorrelation
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Koopman, Siem Jan
Phillips, Peter C. B.
Sun, Yixiao
Gao, Jiti
6
Chan, Ngai Hang
5
Leybourne, Stephen James
5
Nielsen, Morten Ørregaard
5
Taylor, Robert
5
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4
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Lütkepohl, Helmut
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Su, Liangjun
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3
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3
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3
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Peng, Liang
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Poskitt, Donald Stephen
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Seo, Won-Ki
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Shao, Xiaofeng
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Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cowles Foundation discussion paper
28
Discussion paper / Tinbergen Institute
26
Journal of econometrics
19
Cowles Foundation Discussion Paper
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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A history of market performance : from ancient Babylonia to the modern world
1
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Simplicity, inference and modeling : keeping it sophisticatedly simple
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Suntory and Toyota International Centres for Economics and Related Disciplines
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The review of economic studies
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 11-090/4
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Tinbergen Institute Discussion Paper 14-046/III
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Tinbergen Institute Discussion Paper 20-004/III
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Tinbergen Institute Discussion Paper 2018-013/III
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Tinbergen Institute Discussion Paper 2018-027/III
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Tinbergen Institute Discussion Paper 2021-098/III
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Working paper / Department of Econometrics and Business Statistics, Monash University
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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
A simple asymptotically F-distributed portmanteau test for diagnostic checking of time series models with uncorrelated innovations
Wang, Xuexin
;
Sun, Yixiao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 505-521
Persistent link: https://www.econbiz.de/10013533447
Saved in:
4
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
Saved in:
5
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
;
Han, Chirok
- In:
Econometric theory
24
(
2008
)
3
,
pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
Saved in:
6
Limit theory for explosively cointegrated systems
Phillips, Peter C. B.
- In:
Econometric theory
24
(
2008
)
4
,
pp. 865-887
Persistent link: https://www.econbiz.de/10003736837
Saved in:
7
Bias-reduced log-periodogram and whittle estimation of the long-memory parameter without variance inflation
Guggenberger, Patrik
;
Sun, Yixiao
- In:
Econometric theory
22
(
2006
)
5
,
pp. 863-912
Persistent link: https://www.econbiz.de/10003379111
Saved in:
8
HAC estimation by automated regression
Phillips, Peter C. B.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 116-142
Persistent link: https://www.econbiz.de/10002674646
Saved in:
9
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1227-1260
Persistent link: https://www.econbiz.de/10002424947
Saved in:
10
Trending multiple time series : symposium issue
Phillips, Peter C. B.
(
contributor
)
- In:
Econometric theory
11
(
1995
)
5
,
pp. 811-1176
Persistent link: https://www.econbiz.de/10001195990
Saved in:
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