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~person:"Brooks, Robert"
~person:"Phillips, Peter C. B."
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"No longer published / No longer aquired"
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Schätzung
Zeitreihenanalyse
Theorie
182
Theory
182
Estimation theory
101
Schätztheorie
101
Time series analysis
93
Estimation
57
Australia
55
Australien
55
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42
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42
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38
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Aufsatz in Zeitschrift
141
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98
Graue Literatur
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8
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Brooks, Robert
Phillips, Peter C. B.
Gupta, Rangan
223
Gil-Alaña, Luis A.
220
Bahmani-Oskooee, Mohsen
167
Chang, Tsangyao
117
Caporale, Guglielmo Maria
114
Tiwari, Aviral Kumar
106
Wohar, Mark E.
93
Franses, Philip Hans
89
Apergēs, Nikolaos
87
Narayan, Paresh Kumar
82
Moosa, Imad A.
74
Lee, Chien-chiang
72
Belke, Ansgar
70
McAleer, Michael
68
Shahbaz, Muhammad
65
Herwartz, Helmut
64
Zaremba, Adam
64
Serletis, Apostolos
63
Kumbhakar, Subal
61
Taylor, Robert
61
Balcilar, Mehmet
60
Su, Chi-Wei
60
Leybourne, Stephen James
59
Pierdzioch, Christian
58
Payne, James E.
55
Wagner, Joachim
54
McMillan, David G.
52
Hammoudeh, Shawkat
51
Koop, Gary
51
Koopman, Siem Jan
49
Perron, Pierre
49
Egger, Peter
48
Hsing, Yu
47
Xuan Vinh Vo
47
Teräsvirta, Timo
46
Westerlund, Joakim
45
Harvey, Andrew C.
44
Holmes, Mark J.
44
Lütkepohl, Helmut
44
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Journal of econometrics
31
Econometric theory
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Econometric reviews
7
Applied financial economics
6
Journal of applied econometrics
4
The econometrics journal
4
Economics letters
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics letters
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Australian economic papers
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Econometrics : open access journal
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
New Zealand economic papers
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Pacific-Basin finance journal
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
Abacus : a journal of accounting, finance and business studies
1
Advances in futures and options research : a research annual
1
Applied economics letters
1
Australian journal of management
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
International economic review
1
International journal of business
1
Journal of business finance & accounting : JBFA
1
Journal of emerging market finance
1
Journal of financial econometrics
1
Journal of financial management, markets and institutions
1
Journal of international money and finance
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Oxford bulletin of economics and statistics
1
Papers in honor of Patrick C. McMahon
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ECONIS (ZBW)
141
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141
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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
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:
3
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:
4
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:
5
Risk analysis of pension fund investment choices
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Abacus : a journal of accounting, finance and business …
59
(
2023
)
3
,
pp. 872-898
Persistent link: https://www.econbiz.de/10014443578
Saved in:
6
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
7
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:
8
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
9
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
10
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
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