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type_genre:"Collection of articles of several authors"
~person:"Gouriéroux, Christian"
~person:"Ohtani, Kazuhiro"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
161
Schätztheorie
161
Theorie
69
Theory
69
Time series analysis
33
Zeitreihenanalyse
33
Regression analysis
24
Regressionsanalyse
24
Nichtparametrisches Verfahren
15
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15
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14
Kointegration
14
Estimation
13
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13
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11
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8
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Collection of articles of several authors
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146
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140
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153
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Gouriéroux, Christian
Ohtani, Kazuhiro
Phillips, Peter C. B.
Baltagi, Badi H.
65
Lee, Lung-fei
65
Linton, Oliver
64
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
49
Tsionas, Efthymios G.
49
Ullah, Aman
49
Su, Liangjun
44
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Pesaran, M. Hashem
38
Wooldridge, Jeffrey M.
38
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
White, Halbert
35
Parmeter, Christopher F.
34
Perron, Pierre
34
Bera, Anil K.
33
Horowitz, Joel
33
Hahn, Jinyong
32
Lütkepohl, Helmut
32
Hsiao, Cheng
31
Krämer, Walter
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Giles, David E. A.
29
Chen, Xiaohong
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Schmidt, Peter
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Hendry, David F.
26
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Journal of econometrics
47
Econometric theory
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Kobe University economic review
9
Economics letters
8
Annales d'économie et de statistique
5
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
4
Annals of economics and statistics
3
Applied economics letters
3
Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai kikanshi
3
Oxford bulletin of economics and statistics
3
Statistical papers
3
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
3
The review of economic studies
3
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
L' Actualité économique : revue trimest.
2
Duration transition and count data models
1
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1
Econométrie non linéaire asymptotique
1
Journal of banking & finance
1
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1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
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 review of economic studies : RES
1
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ECONIS (ZBW)
161
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1
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161
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1
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:
2
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:
3
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
4
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
5
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
6
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
7
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
8
Parametric conditional mean inference with functional data applied to lifetime income curves
Cho, Jin Seo
;
Phillips, Peter C. B.
;
Seo, Juwon
- In:
International economic review
63
(
2022
)
1
,
pp. 391-456
Persistent link: https://www.econbiz.de/10012820808
Saved in:
9
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
10
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
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