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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~language:"swe"
~language:"zho"
~person:"Campbell, Jesse W."
~person:"Creedy, John"
~person:"Frey, Bruno S."
~person:"McAleer, Michael"
~person:"Paço, Arminda M. Finisterra do"
~person:"Phillips, Peter C. B."
~person:"Tsionas, Efthymios G."
~subject:"Autocorrelation"
~subject:"Estimation"
~subject:"Motivation"
~subject:"Optimale Besteuerung"
~subject:"Switzerland"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Non-commercial literature"
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Autocorrelation
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Switzerland
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Time series analysis
13
Zeitreihenanalyse
13
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11
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25
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Campbell, Jesse W.
Creedy, John
Frey, Bruno S.
McAleer, Michael
Paço, Arminda M. Finisterra do
Phillips, Peter C. B.
Tsionas, Efthymios G.
Andrews, Donald W. K.
27
Newey, Whitney K.
21
Gul, Faruk
12
Horowitz, Joel
12
Reny, Philip J.
12
Zame, William R.
12
Duffie, Darrell
11
Robinson, Peter M.
11
Imbens, Guido
10
Abreu, Dilip
9
Chernozhukov, Victor
9
Epstein, Larry G.
9
Fudenberg, Drew
9
Jackson, Matthew O.
9
Lewbel, Arthur
9
Matzkin, Rosa L.
9
Tirole, Jean
9
Bai, Jushan
8
Hahn, Jinyong
8
Levine, David K.
8
Samuelson, Larry
8
Stock, James H.
8
White, Halbert
8
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7
Hansen, Bruce E.
7
Hirano, Keisuke
7
Honoré, Bo E.
7
Linton, Oliver
7
Manski, Charles F.
7
Milgrom, Paul
7
Pesendorfer, Wolfgang
7
Quah, John K.-H.
7
Ray, Debraj
7
Smith, Lones
7
Swinkels, Jeroen M.
7
Blundell, Richard W.
6
Chesher, Andrew
6
Fehr, Ernst
6
Gilboa, Itzhak
6
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Cowles Foundation discussion paper
118
Research paper / University of Melbourne, Department of Economics
76
Journal of econometrics
65
Econometric Institute research papers
60
Working paper
49
Working paper / Institute for Empirical Research in Economics, University of Zürich
42
Econometric theory
38
Discussion paper / Tinbergen Institute
34
CESifo working papers
29
Econometric reviews
22
Working papers
22
European journal of operational research : EJOR
21
Journal of economic surveys
18
New Zealand economic papers
17
The Australian economic review
16
Australian economic papers
15
Melbourne Institute working paper series
15
Economics letters
13
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
12
Journal of applied econometrics
12
The economic record : er
12
New Zealand Treasury working paper
11
Working papers in quantitative economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
The econometrics journal
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of risk and financial management : JRFM
9
Oxford bulletin of economics and statistics
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Bulletin of economic research
8
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
8
Journal of institutional and theoretical economics : JITE
8
Public choice
8
Applied economics
7
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
7
Scottish journal of political economy : the journal of the Scottish Economic Society
7
Econometrics : open access journal
6
European economic review : EER
6
Fiscal studies : the journal of the Institute for Fiscal Studies
6
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ECONIS (ZBW)
25
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1
Identifying latent structures in panel data
Su, Liangjun
;
Shi, Zhentao
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2215-2264
Persistent link: https://www.econbiz.de/10011791226
Saved in:
2
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
3
Folkore theorems, implicit maps, and indirect inference
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 425-454
Persistent link: https://www.econbiz.de/10009507902
Saved in:
4
Structural nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1901-1948
Persistent link: https://www.econbiz.de/10003943451
Saved in:
5
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
6
GMM with many moment conditions
Han, Chirok
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
1
,
pp. 147-192
Persistent link: https://www.econbiz.de/10003295559
Saved in:
7
GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 467-522
Persistent link: https://www.econbiz.de/10001978010
Saved in:
8
Empirical limits for time series econometric models
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 627-673
Persistent link: https://www.econbiz.de/10001750434
Saved in:
9
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
Saved in:
10
Band spectral regression with trending data
Corbae, Dean
;
Ouliaris, Sam
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1067-1109
Persistent link: https://www.econbiz.de/10001688017
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