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~isPartOf:"Working paper series / Department of Economics, Auckland Business School, The University of Auckland"
~language:"eng"
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"1950-1992"
~subject:"Börsenkurs"
~subject:"Regression analysis"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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1950-1992
Börsenkurs
Regression analysis
Theory
Volatility
Theorie
9
Estimation theory
7
Schätztheorie
7
Time series analysis
4
Zeitreihenanalyse
4
Bias
3
Systematischer Fehler
3
Autocorrelation
2
Autokorrelation
2
Economic growth
2
Panel
2
Panel study
2
Stochastic process
2
Stochastischer Prozess
2
Wirtschaftswachstum
2
Yield curve
2
Zinsstruktur
2
1929-1998
1
1999-2001
1
Cross-section analysis
1
Economic convergence
1
Forecast
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate derivative
1
Mathematical programming
1
Mathematische Optimierung
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
National income
1
Nationaleinkommen
1
Neuseeland
1
New Zealand
1
Nichtlineare Optimierung
1
Nonlinear programming
1
OECD countries
1
OECD-Staaten
1
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Article in journal
Article
Bibliografie
Book section
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Arbeitspapier
10
Graue Literatur
10
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10
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Author
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Hong, Yongmiao
Härdle, Wolfgang
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Yu, Jun
12
Aoki, Reiko
6
Sul, Donggyu
6
Bandyopadhyay, Debasis
5
King, Ian Paul
5
Boyce, John R.
3
Julien, Benoît
3
Kennes, John
3
Mark, Nelson C.
3
Ryan, Matthew Joseph
3
Wright, Julian
3
Basu, Parantap
2
Endres, Anthony M.
2
Knight, John L.
2
Meyer, Renate
2
Nagaoka, Sadao
2
Small, John P.
2
Vaithianathan, Rhema
2
Berg, Andreas
1
Bischak, Diane P.
1
Bluhm, Hagen W.
1
Blyth, Conrad Alexander
1
Chao, John C.
1
Chaudhuri, Ananish
1
Choi, Chi-young
1
Fleming, Grant A.
1
Gangadharan, Lata
1
Goering, Gregory E.
1
Guthries, Graeme
1
Hillas, John
1
Ireland, Norman J.
1
Kennedy, Peter W.
1
Kohlberg, Elon
1
Moon, Hyungsik Roger
1
Poletti, Steve
1
Reeves, Jonathan J.
1
Rogers, Alan J.
1
Satchell, Stephen
1
Schiff, Aaron
1
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
Cowles Foundation discussion paper
133
SFB 649 discussion paper
126
Econometric Institute research papers
95
Journal of econometrics
77
Discussion paper / Tinbergen Institute
69
Working paper
61
Econometric theory
60
Discussion papers of interdisciplinary research project 373
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Econometric reviews
28
CORE discussion paper : DP
22
Applied economics
20
Journal of economic surveys
12
Discussion paper / Institute of Social and Economic Research
11
Economics letters
11
Journal of risk and financial management : JRFM
11
The econometrics journal
11
Working papers in economics and econometrics
11
Working papers in quantitative economics and econometrics
11
Tinbergen Institute Discussion Paper
10
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
9
Journal of applied econometrics
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
9
Discussion paper / A
8
Economia internazionale
8
IRTG 1792 discussion paper
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
School of Accounting, Finance and Economics & FEMARC working paper series
8
Discussion paper / Center for Economic Research, Tilburg University
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
American journal of agricultural economics
6
Applied quantitative finance
6
Econometrics : open access journal
6
International economic review
6
Journal of economic behavior & organization : JEBO
6
Oxford bulletin of economics and statistics
6
Resource and energy economics
6
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ECONIS (ZBW)
10
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1
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001873256
Saved in:
2
The elusive empirical shadow of growth convergence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001873251
Saved in:
3
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001873297
Saved in:
4
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001727120
Saved in:
5
Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001558290
Saved in:
6
Forecasting New Zealand's real GDP
Schiff, Aaron F.
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001513379
Saved in:
7
Discrete Fourier transforms of fractional processes
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001404200
Saved in:
8
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
9
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
-
1997
Persistent link: https://www.econbiz.de/10000966051
Saved in:
10
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
-
1997
Persistent link: https://www.econbiz.de/10000966052
Saved in:
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