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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Giles, David E. A."
~person:"Güth, Werner"
~person:"Phillips, Peter C. B."
~person:"Steel, Mark F. J."
~person:"Tirole, Jean"
~subject:"Regressionsanalyse"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Mehrbändiges Werk"
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Regressionsanalyse
Schätztheorie
Theorie
94
Theory
94
Time series analysis
37
Zeitreihenanalyse
37
Einheitswurzeltest
22
Unit root test
22
Stochastic process
18
Stochastischer Prozess
18
Estimation theory
15
Regression analysis
13
Autocorrelation
11
Autokorrelation
11
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Method of moments
8
Momentenmethode
8
Panel
8
Panel study
8
Cointegration
7
Kointegration
7
IV-Schätzung
6
Instrumental variables
6
Modellierung
6
Scientific modelling
6
Statistical distribution
6
Statistische Verteilung
6
Bias
5
Bubbles
5
Estimation
5
Schätzung
5
Spekulationsblase
5
Statistical test
5
Statistischer Test
5
Systematischer Fehler
5
Econometrics
4
Induktive Statistik
4
Nichtlineare Regression
4
Nonlinear regression
4
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21
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Book / Working Paper
27
Type of publication (narrower categories)
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Article in journal
Survey
Aufsatz in Zeitschrift
Collection of articles of several authors
Graue Literatur
Mehrbändiges Werk
Arbeitspapier
27
Non-commercial literature
27
Working Paper
27
Language
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English
27
Author
All
Giles, David E. A.
Güth, Werner
Phillips, Peter C. B.
Steel, Mark F. J.
Tirole, Jean
Andrews, Donald W. K.
12
Sun, Yixiao
7
Jin, Sainan
3
Shimotsu, Katsumi
3
Yu, Jun
3
Berry, Steven
2
Brown, Donald J.
2
Chao, John C.
2
Chen, Xiaohong
2
Haile, Philip A.
2
Kasparis, Ioannis
2
Kim, Chang Sik
2
Mandelbrot, Benoît B.
2
Soares, Gustavo
2
Sul, Donggyu
2
Swanson, Norman R.
2
Wegkamp, Marten H.
2
Xiao, Zhijie
2
Andreou, Elena
1
Armstrong, Timothy B.
1
Bandi, Federico M.
1
Barral, Julien
1
Buchinsky, Moshe
1
Calvet, Laurent E.
1
Camponovo, Lorenzo
1
Chang, Yoosoon
1
Choi, Chi-young
1
Fan, Yanqin
1
Fan, Zhenhong
1
Fisher, Adlai
1
Gilboa, Itzhak
1
Guggenberger, Patrik
1
Hong, Han
1
Huang, Lingxiao
1
Jia, Panle
1
Juhl, Ted
1
Kolesár, Michal
1
Lieberman, Offer
1
Linton, Oliver
1
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Cowles Foundation discussion paper
Journal of econometrics
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric theory
12
Economics letters
12
Discussion paper / Department of Economics, University of Canterbury
11
Discussion paper / Center for Economic Research, Tilburg University
9
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Oxford bulletin of economics and statistics
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Discussion paper
4
Econometric reviews
4
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annales d'économie et de statistique
1
CORE discussion paper : DP
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / Department of Economics, University of California San Diego
1
IMF working paper
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of macroeconomics
1
Journal of productivity analysis
1
Policy research working paper : WPS
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Special issue on new developments in time series econometrics
1
Statistics : textbooks and monographs
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The econometrics journal
1
The journal of international trade & economic development
1
The review of economics and statistics
1
The review of financial studies
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
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1
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
2
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
3
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
4
Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842064
Saved in:
5
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
6
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
7
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
8
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
9
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
Saved in:
10
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468433
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