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~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Saikkonen, Pentti"
~person:"Shogren, Jason F."
~subject:"Einheitswurzeltest"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Einheitswurzeltest
Schätztheorie
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381
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365
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Saikkonen, Pentti
Shogren, Jason F.
Pesaran, M. Hashem
136
Linton, Oliver
129
Gao, Jiti
121
Newey, Whitney K.
104
Taylor, Robert
99
Lütkepohl, Helmut
98
Chernozhukov, Victor
97
Kapetanios, George
95
McAleer, Michael
94
Baltagi, Badi H.
89
Chang, Tsangyao
87
Imbens, Guido
85
Gil-Alaña, Luis A.
84
Andrews, Donald W. K.
83
Westerlund, Joakim
78
Nielsen, Morten Ørregaard
77
Dette, Holger
76
Gouriéroux, Christian
75
Franses, Philip Hans
74
Swanson, Norman R.
73
Lee, Lung-fei
72
Chen, Xiaohong
70
Li, Qi
69
Caporale, Guglielmo Maria
67
Simar, Léopold
67
Horowitz, Joel
66
Lechner, Michael
66
Leybourne, Stephen James
66
Cai, Zongwu
65
Wooldridge, Jeffrey M.
65
Robinson, Peter M.
63
Sentana, Enrique
62
Smith, Richard J.
62
Ullah, Aman
61
Johansen, Søren
60
White, Halbert
60
Tsionas, Efthymios G.
57
Su, Liangjun
56
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Abteilung Wirtschaftstheorie 2, Institut für Gesellschafts- und Wirtschaftswissenschaften, Rheinische Friedrich-Wilhelms-Universität Bonn
1
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Cowles Foundation discussion paper
111
Journal of econometrics
49
Econometric theory
43
Discussion papers of interdisciplinary research project 373
33
SFB 649 discussion paper
29
CORE discussion paper : DP
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
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16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The econometrics journal
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Discussion paper / Center for Economic Research, Tilburg University
6
Econometric reviews
5
Economics letters
5
Oxford bulletin of economics and statistics
5
The review of economic studies
4
Working paper
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Applied economics
3
International economic review
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Nonparametric dynamic modelling
3
Bank of Finland research discussion papers
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of international financial markets, institutions & money
2
SFB 373 Discussion Paper
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of economics and statistics
1
Applied quantitative finance
1
Australian economic papers
1
CREATES research paper
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers
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Discussion papers / Department of Economics, University of Helsinki
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
463
EconStor
2
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1
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:
2
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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
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:
5
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:
6
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:
7
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
8
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
Saved in:
9
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
10
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
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