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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Phillips, Peter C. B."
~person:"Rodrigues, Paulo M. M."
~subject:"Bias"
~subject:"Econometrics"
~subject:"Stochastischer Prozess"
~subject:"Unit root test"
~type_genre:"Forschungsbericht"
~type_genre:"Übersichtsarbeit"
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Bias
Econometrics
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Unit root test
Theorie
167
Theory
167
Time series analysis
62
Zeitreihenanalyse
62
Estimation theory
31
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31
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29
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22
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20
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Phillips, Peter C. B.
Rodrigues, Paulo M. M.
Escudero, Laureano F.
35
Taylor, Robert
35
Leybourne, Stephen James
26
McAleer, Michael
25
Gendreau, Michel
22
Yu, Jun
22
Chang, Tsangyao
17
Gil-Alaña, Luis A.
17
Lee, Junsoo
16
Westerlund, Joakim
16
Hendry, David F.
15
Shapiro, Alexander
15
Cook, Steven
14
Harvey, David I.
14
Escobar, Marcos
13
Maggioni, Francesca
13
Siu, Tak Kuen
13
Wallace, Stein W.
13
Wong, Wing Keung
13
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12
Chan, Joshua
12
Kumbhakar, Subal
12
Park, Joon Y.
12
Rossi, Roberto
12
Tarim, S. Armagan
12
Tsionas, Efthymios G.
12
Anselin, Luc
11
Asai, Manabu
11
Chu, Feng
11
Garín, María Araceli
11
Geweke, John
11
Gouriéroux, Christian
11
Liu, Ming
11
Newbold, Paul
11
Rei, Walter
11
Rodriguez, Gabriel
11
Tzeng, Larry Y.
11
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16
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15
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6
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5
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5
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3
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ECONIS (ZBW)
65
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21
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21
The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
Saved in:
22
Folkore theorems, implicit maps, and indirect inference
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 425-454
Persistent link: https://www.econbiz.de/10009507902
Saved in:
23
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
24
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
Saved in:
25
Bias in estimating multivariate and univariate diffusions
Wang, Xiaohu
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 228-245
Persistent link: https://www.econbiz.de/10009242147
Saved in:
26
Bootstrapping I(1) data
Phillips, Peter C. B.
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
Saved in:
27
Two New Zealand pioneer econometricians
Phillips, Peter C. B.
- In:
New Zealand economic papers
44
(
2010
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10008778657
Saved in:
28
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:
29
Structural nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1901-1948
Persistent link: https://www.econbiz.de/10003943451
Saved in:
30
Local limit theory and spurious nonparametric regression
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416
Saved in:
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