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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Güth, Werner"
~person:"Newey, Whitney K."
~person:"Ohtani, Kazuhiro"
~person:"Phillips, Peter C. B."
~person:"Teräsvirta, Timo"
~person:"Tirole, Jean"
~subject:"Regressionsanalyse"
~subject:"Schätztheorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Graue Literatur"
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92
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ECONIS (ZBW)
186
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41
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:
42
Regression with slowly varying regressors
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001596323
Saved in:
43
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618852
Saved in:
44
Bootstrapping spurious regression
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618855
Saved in:
45
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618860
Saved in:
46
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
Saved in:
47
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:
48
Identification and estimation of triangular simultaneous equations models without additivity
Imbens, Guido
;
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10003914924
Saved in:
49
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
Saved in:
50
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001548868
Saved in:
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