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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Güth, Werner"
~person:"Maravall Herrero, Agustín"
~person:"Ohtani, Kazuhiro"
~person:"Phillips, Peter C. B."
~person:"Tirole, Jean"
~subject:"Regressionsanalyse"
~subject:"Schätztheorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
~type_genre:"Mehrbändiges Werk"
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Regressionsanalyse
Schätztheorie
Theorie
521
Theory
521
Experiment
83
Time series analysis
71
Zeitreihenanalyse
71
Game theory
63
Spieltheorie
63
Estimation theory
55
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27
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23
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23
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22
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22
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22
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78
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Aufsatz im Buch
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Güth, Werner
Maravall Herrero, Agustín
Ohtani, Kazuhiro
Phillips, Peter C. B.
Tirole, Jean
Baltagi, Badi H.
35
Andrews, Donald W. K.
34
Li, Qi
30
Newey, Whitney K.
28
Gouriéroux, Christian
26
Pesaran, M. Hashem
26
Horowitz, Joel
23
Ullah, Aman
23
Giles, David E. A.
21
King, Maxwell L.
21
Krämer, Walter
21
Lee, Lung-fei
21
McAleer, Michael
21
Linton, Oliver
20
Maddala, Gangadharrao S.
20
Robinson, Peter M.
20
Godfrey, L. G.
19
Wooldridge, Jeffrey M.
19
Hsiao, Cheng
18
Dufour, Jean-Marie
17
Ghysels, Eric
17
Granger, C. W. J.
17
Hahn, Jinyong
17
Bai, Jushan
16
Hansen, Bruce E.
16
Härdle, Wolfgang
16
Powell, James
16
Smith, Richard J.
16
Srivastava, Virendra K.
16
Chernozhukov, Victor
15
Kelejian, Harry H.
15
Schmidt, Peter
15
White, Halbert
15
Bera, Anil K.
14
Franses, Philip Hans
14
Hendry, David F.
14
Imbens, Guido
14
Lee, Myoung-jae
14
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Journal of econometrics
16
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
11
Kobe University economic review
7
Economics letters
4
Statistical papers
4
Econometric reviews
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
2
Econometric advances in spatial modelling and methodology : essays in honour of Jean Paelinck
1
Handbook of econometrics ; Vol. 1
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The Manchester School of Economic and Social Studies
1
The econometrics journal
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The review of financial studies
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ECONIS (ZBW)
79
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1
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10
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79
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1
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
2
Latent variable nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
;
Kasparis, Ioannis
- In:
Econometric theory
37
(
2021
)
1
,
pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
Saved in:
3
Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping
;
Phillips, Peter C. B.
- In:
Economics letters
172
(
2018
),
pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
Saved in:
4
Financial bubble implosion and reverse regression
Phillips, Peter C. B.
;
Shi, Shu-Ping
- In:
Econometric theory
34
(
2018
)
4
,
pp. 705-753
Persistent link: https://www.econbiz.de/10011951424
Saved in:
5
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
6
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
7
Dynamic misspecification in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C. B.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 270-284
Persistent link: https://www.econbiz.de/10009612740
Saved in:
8
Risk performance of a weighted average estimator consisting of the ridge regression and OLS estimators under LINEX loss
Ohtani, Kazuhiro
- In:
Kobe University economic review
56
(
2010
),
pp. 1-11
Persistent link: https://www.econbiz.de/10009007356
Saved in:
9
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
10
Comparison of some shrinkage estimators and the OLS estimator for regression coefficients under the Pitman nearness criterion : a Monte Carlo study
Ohtani, Kazuhiro
- In:
Kobe University economic review
55
(
2009
),
pp. 1-8
Persistent link: https://www.econbiz.de/10003958313
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