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~language:"dan"
~language:"eng"
~language:"nor"
~language:"swe"
~language:"und"
~person:"Dunning, John H."
~person:"Phillips, Peter C. B."
~person:"Tiwari, Aviral Kumar"
~subject:"Schätztheorie"
~subject:"State space model"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Case study"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference proceedings"
~type_genre:"Festschrift"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Schätztheorie
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Zeitreihenanalyse
Theorie
331
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217
Estimation theory
201
Welt
136
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136
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Dunning, John H.
Phillips, Peter C. B.
Tiwari, Aviral Kumar
Gil-Alaña, Luis A.
335
Caporale, Guglielmo Maria
218
Franses, Philip Hans
217
Koopman, Siem Jan
213
McAleer, Michael
196
Härdle, Wolfgang
195
Pesaran, M. Hashem
182
Gao, Jiti
157
Linton, Oliver
149
Lütkepohl, Helmut
139
Kapetanios, George
126
Teräsvirta, Timo
126
Gupta, Rangan
115
Koop, Gary
115
Marcellino, Massimiliano
111
Lucas, André
109
Hyndman, Rob J.
105
Newey, Whitney K.
102
Robinson, Peter M.
102
Sibbertsen, Philipp
99
Dijk, Herman K. van
98
Gouriéroux, Christian
96
Johansen, Søren
96
Baltagi, Badi H.
95
Swanson, Norman R.
95
Harvey, Andrew C.
93
Taylor, Robert
93
Chernozhukov, Victor
91
Hendry, David F.
87
Andrews, Donald W. K.
84
Dijk, Dick van
84
Imbens, Guido
84
Nielsen, Morten Ørregaard
84
Perron, Pierre
84
Chen, Xiaohong
83
Dette, Holger
83
Sentana, Enrique
81
Lee, Lung-fei
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Cowles Foundation discussion paper
123
Journal of econometrics
47
Econometric theory
34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Econometric reviews
8
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8
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Applied economics letters
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Finance research letters
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The econometrics journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of risk and financial management : JRFM
4
The review of economic studies
4
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4
Computational economics
3
International economic review
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Oxford bulletin of economics and statistics
3
Theoretical economics letters
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Celebrating Irving Fisher : the legacy of a great economist
2
Discussion papers / Department of Economics, University of California San Diego
2
Econometrics : open access journal
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
Journal of empirical finance
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Quantitative economics : QE ; journal of the Econometric Society
2
Research in international business and finance
2
The American journal of economics and sociology
2
The empirical economics letters : a monthly international journal of economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of economics and statistics
1
Brussels economic review
1
Central Bank review / The Central Bank of the Republic of Turkey
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Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
390
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390
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1
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:
2
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:
3
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:
4
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
5
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:
6
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:
7
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
8
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:
9
Tail risk dependence, co-movement and predictability between green bond and green stocks
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
55
(
2023
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10013494416
Saved in:
10
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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