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~isPartOf:"Cowles Foundation discussion paper"
~language:"eng"
~person:"Gao, Jiti"
~person:"Hook, Law Siong"
~person:"Narayan, Paresh Kumar"
~person:"Nijkamp, Peter"
~person:"Phillips, Peter C. B."
~subject:"Autokorrelation"
~subject:"Kointegration"
~subject:"Panel study"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Autokorrelation
Kointegration
Panel study
Theorie
94
Theory
94
Estimation theory
80
Schätztheorie
80
Time series analysis
62
Zeitreihenanalyse
62
Regression analysis
45
Regressionsanalyse
45
Einheitswurzeltest
36
Unit root test
36
Statistical test
25
Statistischer Test
25
Cointegration
24
Autocorrelation
22
Stochastic process
21
Stochastischer Prozess
21
Panel
20
Estimation
19
Schätzung
19
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
USA
15
United States
15
Bubbles
13
Spekulationsblase
13
Statistical distribution
11
Statistische Verteilung
11
Econometrics
10
Heteroscedasticity
10
Heteroskedastizität
10
IV-Schätzung
10
Instrumental variables
10
Method of moments
10
Momentenmethode
10
Nichtlineare Regression
10
Nonlinear regression
10
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10
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Article in journal
Konferenzbeitrag
Non-commercial literature
Arbeitspapier
63
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63
Graue Literatur
62
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Author
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Gao, Jiti
Hook, Law Siong
Narayan, Paresh Kumar
Nijkamp, Peter
Phillips, Peter C. B.
Sul, Donggyu
7
Andrews, Donald W. K.
5
Wang, Qiying
5
Han, Chirok
4
Magdalinos, Tassos
4
Su, Liangjun
4
Sun, Yixiao
4
Lieberman, Offer
3
Wang, Ying
3
Bykhovskaya, Anna
2
Cheng, Xu
2
Foote, Christopher L.
2
Giraitis, Liudas
2
Guggenberger, Patrik
2
Jin, Sainan
2
Kasparis, Ioannis
2
Li, Degui
2
Moon, Hyungsik Roger
2
Nordhaus, William D.
2
Rivers, Douglas
2
Rossi, Francesca
2
Xiao, Zhijie
2
Yu, Jun
2
Chang, Yoosoon
1
Chao, John C.
1
Chen, Xiaohong
1
Choi, Chi-young
1
Dalla, Violetta
1
Gouriéroux, Christian
1
Hong, Seung Hyun
1
Hong, Shengjie
1
Hounshell, Tyler
1
Hu, Zhishui
1
Huang, Lingxiao
1
Jin, Sainin
1
Kheifets, Igor
1
Kheifets, Igor L.
1
Kim, Chae-yŏng
1
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Cowles Foundation discussion paper
Working paper / Department of Econometrics and Business Statistics, Monash University
50
Journal of econometrics
29
Econometric theory
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Economic modelling
9
Econometric reviews
8
Discussion paper / Tinbergen Institute
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Department of Economics discussion papers / Monash University
6
The econometrics journal
5
Applied economics
4
Applied economics letters
4
Energy economics
4
School of Economics working papers / The University of Adelaide, School of Economics
4
Cambridge working papers in economics
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy policy
3
International review of financial analysis
3
Journal of Asian economics
3
Oxford bulletin of economics and statistics
3
Research in international business and finance
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
China economic review : an international journal
2
Econometrics : open access journal
2
Economic papers : a journal of applied economics and policy
2
Economic systems
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International regional science review
2
International review of applied economics
2
International review of economics & finance : IREF
2
Janeway Institute working paper series
2
Japan and the world economy : international journal of theory and policy
2
Journal of banking & finance
2
Journal of international economic review
2
Journal of international financial markets, institutions & money
2
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
2
School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
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ECONIS (ZBW)
62
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1
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:
2
Panel data models with time-varying latent group structures
Wang, Yiren
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2023
Persistent link: https://www.econbiz.de/10014317580
Saved in:
3
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:
4
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013167755
Saved in:
5
Panel threshold regression with unobserved individual-specific threshold effects
Yu, Ping
;
Hong, Shengjie
;
Phillips, Peter C. B.
-
2022
-
This version: October 2022
Persistent link: https://www.econbiz.de/10013464261
Saved in:
6
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
7
Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2020
Persistent link: https://www.econbiz.de/10012322364
Saved in:
8
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
-
2020
Persistent link: https://www.econbiz.de/10012320628
Saved in:
9
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2019
Persistent link: https://www.econbiz.de/10012131981
Saved in:
10
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
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