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~accessRights:"restricted"
~language:"dan"
~language:"eng"
~language:"nor"
~language:"swe"
~language:"und"
~person:"Dunning, John H."
~person:"Florens, Jean-Pierre"
~person:"Phillips, Peter C. B."
~person:"Tiwari, Aviral Kumar"
~subject:"Schätztheorie"
~subject:"State space model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Case study"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference proceedings"
~type_genre:"Festschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Schätztheorie
State space model
Estimation
57
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57
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55
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55
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47
Theory
47
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41
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Dunning, John H.
Florens, Jean-Pierre
Phillips, Peter C. B.
Tiwari, Aviral Kumar
Tsionas, Efthymios G.
42
Gao, Jiti
28
Lee, Lung-fei
27
Linton, Oliver
23
Parmeter, Christopher F.
22
Su, Liangjun
22
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21
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19
Kumbhakar, Subal
19
Chan, Joshua
18
Tu, Yundong
18
Cai, Zongwu
17
Bera, Anil K.
16
Ullah, Aman
16
Chen, Songnian
15
Li, Qi
15
Li, Degui
14
Peng, Bin
14
Westerlund, Joakim
14
Gupta, Rangan
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Koopman, Siem Jan
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Wooldridge, Jeffrey M.
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12
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Otsu, Taisuke
11
Perron, Pierre
11
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11
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Journal of econometrics
20
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6
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5
Finance research letters
4
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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1
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The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
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ECONIS (ZBW)
65
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1
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:
2
A functional estimation approach to the first-price auction models
Enache, Andreea
;
Florens, Jean-Pierre
;
Sbai, Erwann
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1564-1588
Persistent link: https://www.econbiz.de/10014471411
Saved in:
3
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
4
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:
5
Tail risk dependence, co-movement and predictability between green bond and green stocks
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
55
(
2023
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10013494416
Saved in:
6
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:
7
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
Saved in:
8
The oil price-macroeconomic fundamentals nexus for emerging market economies : evidence from a wavelet analysis
Tiwari, Aviral Kumar
;
Raheem, Ibrahim Dolapo
;
Bozoklu, Seref
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1569-1590
Persistent link: https://www.econbiz.de/10012815114
Saved in:
9
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:
10
Relationship between stock returns and inflation : new evidence from the US using wavelet and causality methods
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Awodumi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4515-4540
Persistent link: https://www.econbiz.de/10013461358
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