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subject:"Zeitreihenanalyse"
~person:"Phillips, Peter C. B."
~subject:"Bayesian inference"
~subject:"Kapitaleinkommen"
~subject:"Nichtlineare Regression"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Bayesian inference
Kapitaleinkommen
Nichtlineare Regression
Statistische Verteilung
Estimation theory
300
Schätztheorie
300
Time series analysis
96
Regression analysis
87
Regressionsanalyse
87
Theorie
54
Theory
54
Cointegration
43
Kointegration
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
Stochastic process
18
Stochastischer Prozess
18
Bias
17
Systematischer Fehler
17
Estimation
15
Nonlinear regression
15
Schätzung
15
Correlation
14
Induktive Statistik
14
Korrelation
14
Statistical inference
14
Forecasting model
11
Prognoseverfahren
11
Core
10
Endogeneity
9
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Online availability
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Free
64
Undetermined
14
Type of publication
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Book / Working Paper
88
Article
37
Type of publication (narrower categories)
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Arbeitspapier
37
Working Paper
37
Article in journal
36
Aufsatz in Zeitschrift
36
Graue Literatur
35
Non-commercial literature
35
Aufsatz im Buch
1
Aufsatzsammlung
1
Bibliografie
1
Book section
1
Collection of articles of several authors
1
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1
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1
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1
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1
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1
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Language
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English
125
Author
All
Phillips, Peter C. B.
Gao, Jiti
87
Koopman, Siem Jan
56
Linton, Oliver
49
Lütkepohl, Helmut
46
Johansen, Søren
44
Teräsvirta, Timo
44
Koop, Gary
43
Pesaran, M. Hashem
41
Franses, Philip Hans
40
Kapetanios, George
40
Nielsen, Morten Ørregaard
38
Swanson, Norman R.
35
Harvey, Andrew C.
33
Chen, Xiaohong
32
Sibbertsen, Philipp
31
Diebold, Francis X.
30
Lucas, André
30
Peng, Bin
30
Schorfheide, Frank
29
Li, Degui
28
Stock, James H.
28
Engle, Robert F.
27
Kilian, Lutz
27
Taylor, Robert
27
McAleer, Michael
26
Nelson, Daniel B.
26
Bauwens, Luc
25
Härdle, Wolfgang
25
Inoue, Atsushi
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Nielsen, Bent
25
Robinson, Peter M.
25
Watson, Mark W.
25
Giraitis, Liudas
24
Perron, Pierre
24
Chambers, Marcus J.
23
Dong, Chaohua
23
Kristensen, Dennis
23
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Published in...
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Cowles Foundation discussion paper
38
Cowles Foundation Discussion Paper
19
Journal of econometrics
13
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
5
Cowles Foundation paper
3
Working paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Cowles Foundation Discussion Paper 1768
1
Econometric reviews
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
1
The review of economic studies
1
Working papers in economics
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ECONIS (ZBW)
125
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125
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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
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
9
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:
10
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
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