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type:"article"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~person:"Phillips, Peter C. B."
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Search: subject_exact:"Estimation theory"
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Estimation theory
35
Schätztheorie
35
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12
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12
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9
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9
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6
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6
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35
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35
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Phillips, Peter C. B.
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
20
Robinson, Peter M.
19
Su, Liangjun
18
Li, Qi
17
Andrews, Donald W. K.
15
Chen, Xiaohong
13
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13
Gao, Jiti
13
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12
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12
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12
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11
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11
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11
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11
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11
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10
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10
Francq, Christian
10
Horowitz, Joel
10
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10
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10
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9
Li, Degui
9
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9
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9
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8
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8
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8
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8
Leybourne, Stephen James
8
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8
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8
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8
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8
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8
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Applied economics letters
Journal of econometrics
The review of economic studies
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22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
The econometrics journal
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
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2
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2
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2
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2
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1
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ECONIS (ZBW)
35
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1
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:
2
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
3
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
4
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
5
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
6
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
7
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
8
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
Saved in:
9
Weak σ-convergence : theory and applications
Kong, Jianning
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10012302556
Saved in:
10
A frequentist approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 359-378
Persistent link: https://www.econbiz.de/10012110394
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