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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Güth, Werner"
~person:"Phillips, Peter C. B."
~person:"Tirole, Jean"
~subject:"Regressionsanalyse"
~subject:"Schätztheorie"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Mehrbändiges Werk"
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Regressionsanalyse
Schätztheorie
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Theorie
869
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869
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202
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129
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129
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103
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103
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Güth, Werner
Phillips, Peter C. B.
Tirole, Jean
Härdle, Wolfgang
97
McAleer, Michael
64
Pesaran, M. Hashem
62
Linton, Oliver
59
Chernozhukov, Victor
52
Andrews, Donald W. K.
49
Franses, Philip Hans
47
Gouriéroux, Christian
47
Dette, Holger
44
Robinson, Peter M.
43
Newey, Whitney K.
42
Imbens, Guido
40
Koopman, Siem Jan
40
Escudero, Laureano F.
39
Marcellino, Massimiliano
39
Swanson, Norman R.
39
Giles, David E. A.
37
Heckman, James J.
35
Scaillet, Olivier
33
Baltagi, Badi H.
32
Dufour, Jean-Marie
32
Koop, Gary
32
Yu, Jun
32
Lucas, André
31
Li, Qi
30
Ohtani, Kazuhiro
30
Diebold, Francis X.
29
Johansen, Søren
29
Kohn, Robert
29
Steel, Mark F. J.
29
Ghysels, Eric
28
Granger, C. W. J.
28
Horowitz, Joel
28
Shephard, Neil G.
28
Whang, Yoon-jae
28
Kilian, Lutz
27
Kleijnen, Jack P. C.
27
Ullah, Aman
27
Bera, Anil K.
26
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Cowles Foundation discussion paper
41
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19
Econometric theory
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Oxford bulletin of economics and statistics
3
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3
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2
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2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
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Global COE Hi-Stat discussion paper series
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Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
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The Japanese economic review : the journal of the Japanese Economic Association
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1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
124
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1
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
2
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
3
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
4
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:
5
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:
6
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
7
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:
8
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011692426
Saved in:
9
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
10
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011397788
Saved in:
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