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type_genre:"Article in journal"
~person:"Mangat, Manveer Kaur"
~person:"Phillips, Peter C. B."
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation theory"
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Estimation theory
193
Schätztheorie
193
Time series analysis
58
Zeitreihenanalyse
58
Regression analysis
53
Regressionsanalyse
53
Theorie
52
Theory
52
Statistical test
29
Statistischer Test
29
Cointegration
26
Kointegration
26
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Panel
19
Panel study
19
Autocorrelation
18
Autokorrelation
18
Heteroscedasticity
17
Heteroskedastizität
17
Einheitswurzeltest
16
Unit root test
16
Estimation
15
Schätzung
15
Statistical distribution
14
Statistische Verteilung
14
Bias
12
Systematischer Fehler
12
Correlation
11
Korrelation
11
Stochastic process
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Stochastischer Prozess
11
Endogeneity
9
Nichtlineare Regression
9
Nonlinear regression
9
Forecasting model
8
Induktive Statistik
8
Prognoseverfahren
8
Statistical inference
8
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94
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Book / Working Paper
98
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95
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Article in journal
Arbeitspapier
Collection of articles written by one author
Working Paper
98
Aufsatz in Zeitschrift
95
Graue Literatur
95
Non-commercial literature
95
Aufsatz im Buch
4
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4
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English
193
Author
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Mangat, Manveer Kaur
Phillips, Peter C. B.
Härdle, Wolfgang
132
Linton, Oliver
122
Gao, Jiti
114
Pesaran, M. Hashem
114
Newey, Whitney K.
96
Chernozhukov, Victor
89
McAleer, Michael
89
Imbens, Guido
86
Andrews, Donald W. K.
79
Baltagi, Badi H.
77
Gouriéroux, Christian
77
Lütkepohl, Helmut
76
Kapetanios, George
68
Lee, Lung-fei
68
Dette, Holger
67
Simar, Léopold
67
Chen, Xiaohong
64
Li, Qi
63
Horowitz, Joel
62
Nielsen, Morten Ørregaard
61
Robinson, Peter M.
61
Cai, Zongwu
60
Lechner, Michael
60
Franses, Philip Hans
59
Sentana, Enrique
59
Wooldridge, Jeffrey M.
59
Johansen, Søren
55
White, Halbert
55
Swanson, Norman R.
54
Su, Liangjun
53
Magnus, Jan R.
52
Tsionas, Efthymios G.
52
Ullah, Aman
51
Bera, Anil K.
50
Koopman, Siem Jan
50
Lewbel, Arthur
50
Smith, Richard J.
49
Scaillet, Olivier
48
Zakoïan, Jean-Michel
48
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Cowles Foundation discussion paper
81
Journal of econometrics
32
Econometric theory
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Econometrics : open access journal
4
The econometrics journal
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Working paper
3
Econometric reviews
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Annals of economics and statistics
1
Central European journal of economic modelling and econometrics
1
Discussion paper / Department of Economics, University of California San Diego
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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 review of financial studies
1
Theoretical economics letters
1
Working papers in economics
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ECONIS (ZBW)
193
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1
Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US
Morgan, Lynn Bergeland
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2023
Persistent link: https://www.econbiz.de/10014538947
Saved in:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
7
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
8
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
9
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
10
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
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