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~person:"Li, Qi"
~person:"Phillips, Peter C. B."
~source:"econis"
~subject:"Regressionsanalyse"
~subject:"Time series analysis"
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Regressionsanalyse
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Theorie
413
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413
Estimation theory
375
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375
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250
Regression analysis
168
Nichtparametrisches Verfahren
133
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103
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Li, Qi
Phillips, Peter C. B.
Gil-Alaña, Luis A.
340
Caporale, Guglielmo Maria
282
Franses, Philip Hans
225
Koopman, Siem Jan
216
Gao, Jiti
181
Härdle, Wolfgang
165
McAleer, Michael
163
Gupta, Rangan
144
Teräsvirta, Timo
137
Pesaran, M. Hashem
132
Kapetanios, George
127
Lütkepohl, Helmut
120
Koop, Gary
113
Linton, Oliver
107
Stock, James H.
106
Chernozhukov, Victor
105
Sibbertsen, Philipp
105
Dette, Holger
104
Harvey, Andrew C.
99
Watson, Mark W.
98
Perron, Pierre
95
Hyndman, Rob J.
93
Taylor, Robert
93
Johansen, Søren
92
Marcellino, Massimiliano
90
Hendry, David F.
87
Robinson, Peter M.
84
Swanson, Norman R.
83
Dijk, Herman K. van
82
Engle, Robert F.
82
Lucas, André
82
Dijk, Dick van
79
Ghysels, Eric
76
Hassler, Uwe
74
Proietti, Tommaso
74
Kunst, Robert M.
73
Hallin, Marc
72
Mills, Terence C.
72
Granger, C. W. J.
71
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Cowles Foundation discussion paper
116
Cowles Foundation Discussion Paper
51
Journal of econometrics
45
Econometric theory
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
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4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Celebrating Irving Fisher : the legacy of a great economist
2
Department of Economics working paper series / McMaster University, Department of Economics
2
Discussion papers / Department of Economics, University of California San Diego
2
Journal of empirical finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
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2
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2
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1
Applying Kernel and nonparametric estimation to economic topics
1
Cowles Foundation Discussion Paper 1768
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1
Econometrics : open access journal
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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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Aman Ullah
1
Essays in honor of Joon Y. Park : econometric theory
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of quantitative economics
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ECONIS (ZBW)
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377
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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
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
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
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
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Yu, Dalei
;
Zheng, Li
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
Saved in:
9
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:
10
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
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