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~isPartOf:"Cowles Foundation discussion paper"
~person:"Giles, David E. A."
~person:"Güth, Werner"
~person:"Phillips, Peter C. B."
~person:"Steel, Mark F. J."
~person:"Tirole, Jean"
~subject:"Regressionsanalyse"
~subject:"Schätztheorie"
~subject:"Statistical test"
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Regressionsanalyse
Schätztheorie
Statistical test
Theorie
104
Theory
104
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44
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44
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23
Unit root test
23
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31
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Giles, David E. A.
Güth, Werner
Phillips, Peter C. B.
Steel, Mark F. J.
Tirole, Jean
Andrews, Donald W. K.
15
Sun, Yixiao
7
Yu, Jun
6
Whang, Yoon-jae
5
Brown, Donald J.
4
Wegkamp, Marten H.
4
Jin, Sainan
3
Otsu, Taisuke
3
Shimotsu, Katsumi
3
Berry, Steven
2
Chao, John C.
2
Chen, Xiaohong
2
Haile, Philip A.
2
Kasparis, Ioannis
2
Kim, Chang Sik
2
Linton, Oliver
2
Mandelbrot, Benoît B.
2
Shi, Shu-Ping
2
Soares, Gustavo
2
Sul, Donggyu
2
Swanson, Norman R.
2
Xiao, Zhijie
2
Andreou, Elena
1
Armstrong, Timothy B.
1
Bandi, Federico M.
1
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1
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1
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1
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1
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1
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1
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1
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1
Fisher, Adlai
1
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1
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1
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1
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1
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Cowles Foundation discussion paper
Journal of econometrics
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometric theory
12
Economics letters
12
Discussion paper / Department of Economics, University of Canterbury
11
Cowles Foundation Discussion Paper
9
Discussion paper / Center for Economic Research, Tilburg University
9
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Econometric reviews
5
Oxford bulletin of economics and statistics
5
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5
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4
The review of economic studies
3
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2
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2
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2
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2
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Special issue on new developments in time series econometrics
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Studies in econometrics in honor of Carl F. Christ
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1
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
2
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
3
Testing for multiple bubbles : limit theory of real time detectors
Phillips, Peter C. B.
;
Shi, Shu-Ping
;
Yu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010190205
Saved in:
4
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
5
Testing for multiple bubbles
Phillips, Peter C. B.
;
Shi, Shu-Ping
;
Yu, Jun
-
2011
Persistent link: https://www.econbiz.de/10009412282
Saved in:
6
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
7
Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842064
Saved in:
8
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
9
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
10
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
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