//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type:"article"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Cointegration"
~type_genre:"Konferenzbeitrag"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Estimation theory
1,589
Schätztheorie
1,589
Theorie
364
Theory
364
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
303
Zeitreihenanalyse
303
Regression analysis
263
Regressionsanalyse
263
Estimation
215
Schätzung
211
Panel
156
Panel study
156
Statistical test
146
Statistischer Test
146
Volatility
116
Volatilität
116
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Kointegration
61
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
Kausalanalyse
59
Statistical distribution
59
Statistische Verteilung
59
IV-Schätzung
57
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Konferenzbeitrag
Aufsatz in Zeitschrift
62
Language
All
English
62
Author
All
Phillips, Peter C. B.
6
Gao, Jiti
3
Hualde, Javier
3
Tu, Yundong
3
Wang, Qiying
3
Chambers, Marcus J.
2
Hualde, J.
2
Johansen, Søren
2
Khalaf, Lynda
2
Lee, Ji Hyung
2
Li, Degui
2
Paruolo, Paolo
2
Robinson, Peter M.
2
Urga, Giovanni
2
Varneskov, Rasmus Tangsgaard
2
Wagner, Martin
2
Xiao, Zhijie
2
Akker, Ramon van den
1
Andersen, Torben
1
Anderson, T. W.
1
Barigozzi, Matteo
1
Bergamelli, Michele
1
Bianchi, Annamaria
1
Busch, Marie
1
Carrion i Silvestre, Josep Lluís
1
Chan, Nigel
1
Chang, Yoosoon
1
Chen, Xiaohong
1
Cho, Jin Seo
1
Choi, In
1
Christensen, Bent Jesper
1
Dong, Chaohua
1
Fan, Rui
1
Fanelli, Luca
1
Fasen, Vicky Maria
1
Gao, Zhan
1
Georgiev, Iliyan
1
Gomez-Biscarri, Javier
1
Grabarczyk, Peter
1
Gu, Jingping
1
more ...
less ...
Published in...
All
Journal of econometrics
Econometric reviews
24
Econometric theory
23
Econometrics : open access journal
18
Economics letters
18
Applied economics letters
17
Economic modelling
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The econometrics journal
11
Applied economics
10
International journal of economics and financial issues : IJEFI
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Oxford bulletin of economics and statistics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of economics and finance
7
Journal of time series econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International Journal of Energy Economics and Policy : IJEEP
5
International journal of forecasting
5
Journal of macroeconomics
5
Central European journal of economic modelling and econometrics
4
Computational economics
4
Journal of applied econometrics
4
Business and Economic Research : BER
3
Energy economics
3
Global business review
3
Indian journal of economics & business : IJEB
3
International journal of economics and business research
3
Inventi impact: international trade
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
The Indian journal of economics
3
The economic journal of Nepal : a quarterly publication of the Central Department of Economics, Tribhuvan University
3
The empirical economics letters : a monthly international journal of economics
3
Theoretical economics letters
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Asia-Pacific journal of management research and innovation : APJMRI
2
Asian African journal of economics and econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
5
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
6
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
7
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
8
Inferential theory for heterogeneity and cointegration in large panels
Trapani, Lorenzo
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 474-503
Persistent link: https://www.econbiz.de/10012618525
Saved in:
9
An automated approach towards sparse single-equation cointegration modelling
Smeekes, Stephan
;
Wijler, Etienne
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 247-276
Persistent link: https://www.econbiz.de/10012618835
Saved in:
10
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->