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~language:"bos"
~language:"eng"
~language:"nor"
~language:"swe"
~person:"Phillips, Peter C. B."
~subject:"Haftung"
~subject:"Inflation"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Haftung
Inflation
Prognoseverfahren
Theory
Time series analysis
Welt
Ölpreis
Theorie
148
Estimation theory
95
Schätztheorie
95
Zeitreihenanalyse
93
Regression analysis
41
Regressionsanalyse
41
Einheitswurzeltest
35
Unit root test
35
Cointegration
31
Kointegration
30
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
Stochastic process
26
Stochastischer Prozess
26
Panel
23
Panel study
23
Econometrics
22
Estimation
22
Schätzung
22
Ökonometrie
22
Statistical test
17
Statistischer Test
17
Autocorrelation
16
Autokorrelation
16
Bubbles
12
Spekulationsblase
12
Induktive Statistik
11
Nichtlineare Regression
11
Nonlinear regression
11
Statistical inference
11
USA
10
United States
10
Forecasting model
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
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9
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179
Arbeitspapier
152
Graue Literatur
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152
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152
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Phillips, Peter C. B.
Gupta, Rangan
376
Nijkamp, Peter
238
Stiglitz, Joseph E.
222
Gil-Alaña, Luis A.
221
Eichengreen, Barry
204
Beladi, Hamid
177
Güth, Werner
166
Fabozzi, Frank J.
165
Pestieau, Pierre
162
Creedy, John
157
Aizenman, Joshua
151
Franses, Philip Hans
151
Acemoglu, Daron
146
Lai, Ching-chong
144
McAleer, Michael
144
Tiwari, Aviral Kumar
143
Marjit, Sugata
141
Turnovsky, Stephen J.
141
Serletis, Apostolos
140
Tirole, Jean
139
Wohar, Mark E.
139
Frey, Bruno S.
138
Pesaran, M. Hashem
138
Long, Ngo Van
136
Thisse, Jacques-François
133
Cremer, Helmuth
130
Lambertini, Luca
127
Färe, Rolf
126
Hammoudeh, Shawkat
126
Lien, Da-hsiang Donald
124
Shleifer, Andrei
124
Tsionas, Efthymios G.
124
Mukherjee, Arijit
122
Pierdzioch, Christian
122
Moosa, Imad A.
121
Caporale, Guglielmo Maria
120
Goodhart, Charles A. E.
120
Egger, Peter
119
Lee, Chien-chiang
119
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Journal of econometrics
48
Econometric theory
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Econometric reviews
10
The econometrics journal
9
Journal of applied econometrics
5
Oxford bulletin of economics and statistics
5
The review of economic studies
4
Economics letters
3
Celebrating Irving Fisher : the legacy of a great economist
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
New Zealand economic papers
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of financial studies
2
Economic time series with random walk and other nonstationary components
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of econometrics ; Vol. 1
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of quantitative economics
1
Papers in honor of Patrick C. McMahon
1
Practical issues in cointegration analysis
1
Research in economics : an international review of economics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The Oxford handbook of panel data
1
The economic journal : the journal of the Royal Economic Society
1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
The review of economics and statistics
1
Time series analysis : in memory of E. J. Hannan
1
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ECONIS (ZBW)
188
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1
Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs
Jiang, Liang
;
Liu, Xiaobin
;
Phillips, Peter C. B.
; …
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 542-556
Persistent link: https://www.econbiz.de/10014537048
Saved in:
2
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
3
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
4
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
6
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:
7
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
8
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
9
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
10
Latent variable nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
;
Kasparis, Ioannis
- In:
Econometric theory
37
(
2021
)
1
,
pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
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