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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"Schätztheorie"
~subject:"Schätzung"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Portfolio selection
Schätztheorie
Schätzung
Estimation theory
156
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Regression analysis
44
Regressionsanalyse
44
Time series analysis
36
Theorie
27
Theory
27
Estimation
22
Statistical test
19
Statistischer Test
19
Panel
15
Panel study
15
Heteroscedasticity
14
Heteroskedastizität
14
Autocorrelation
13
Autokorrelation
13
Cointegration
13
Correlation
13
Kointegration
13
Korrelation
13
Capital income
9
Core
8
Forecasting model
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Bias
7
Einheitswurzeltest
7
Nichtlineare Regression
7
Nonlinear regression
7
Systematischer Fehler
7
Unit root test
7
ARCH model
6
ARCH-Modell
6
Induktive Statistik
6
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Online availability
All
Free
139
Type of publication
All
Book / Working Paper
156
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
162
Non-commercial literature
162
Working Paper
156
Article in journal
155
Aufsatz in Zeitschrift
155
Aufsatz im Buch
6
Book section
6
Conference paper
2
Konferenzbeitrag
2
Aufsatzsammlung
1
Bibliografie
1
Collection of articles of several authors
1
Conference proceedings
1
Festschrift
1
Hochschulschrift
1
Interview
1
Konferenzschrift
1
Sammelwerk
1
Thesis
1
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Language
All
English
156
Author
All
Linton, Oliver
Phillips, Peter C. B.
Härdle, Wolfgang
114
Pesaran, M. Hashem
77
Gao, Jiti
75
Chernozhukov, Victor
65
Dette, Holger
63
Imbens, Guido
59
McAleer, Michael
53
Newey, Whitney K.
48
Gouriéroux, Christian
45
Kapetanios, George
43
Lütkepohl, Helmut
43
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
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
31
Cai, Zongwu
30
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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Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Cowles Foundation discussion paper
83
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Econometrics papers
12
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Working paper
3
Boston College working papers in economics
2
CORE discussion papers : DP
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Discussion paper / LSE Financial Markets Group
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
2
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Research paper series / Swiss Finance Institute
1
SFB 649 discussion paper
1
Swiss Finance Institute Research Paper
1
Working papers in economics
1
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ECONIS (ZBW)
156
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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
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
Saved in:
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
Saved in:
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