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~person:"Palm, Franz C."
~person:"Phillips, Peter C. B."
~subject:"1950-1992"
~subject:"Korrelation"
~subject:"Regressionsanalyse"
~subject:"cross-sectional dependence"
~subject:"panel data"
~subject:"permanent income"
~type:"article"
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1950-1992
Korrelation
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panel data
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5
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3
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Palm, Franz C.
Phillips, Peter C. B.
Tiwari, Aviral Kumar
16
McMillan, David G.
13
Escobar, Marcos
12
Hamori, Shigeyuki
11
McAleer, Michael
11
Asai, Manabu
10
Demirer, Rıza
10
Engle, Robert F.
10
Ur Rehman, Mobeen
10
Ferreira, Paulo
9
Hammoudeh, Shawkat
9
Liow, Kim Hiang
9
Patton, Andrew J.
9
Baltagi, Badi H.
8
Bouri, Elie
8
Degiannakis, Stavros
8
Fan, Jianqing
8
Kakushadze, Zura
8
Teräsvirta, Timo
8
Christiansen, Charlotte
7
Filis, George
7
Gribisch, Bastian
7
Gupta, Rangan
7
Ledoit, Olivier
7
Lux, Thomas
7
Nguyen, Duc Khuong
7
Silvennoinen, Annastiina
7
Tjostheim, Dag
7
Wooldridge, Jeffrey M.
7
Zagst, Rudi
7
Zhang, Bing
7
Anghelache, Constantin
6
Dar, Arif Billah
6
Das, Sanjiv R.
6
Gouriéroux, Christian
6
Guesmi, Khaled
6
Guhr, Thomas
6
Hafner, Christian M.
6
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6
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Journal of econometrics
3
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2
Annual review of economics
1
International economic review
1
Nonstationary panels, panel cointegration, and dynamic panels
1
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ECONIS (ZBW)
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1
Parametric conditional mean inference with functional data applied to lifetime income curves
Cho, Jin Seo
;
Phillips, Peter C. B.
;
Seo, Juwon
- In:
International economic review
63
(
2022
)
1
,
pp. 391-456
Persistent link: https://www.econbiz.de/10012820808
Saved in:
2
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:
3
Econometric analysis of panel data models with multifactor error structures
Karabiyik, Hande
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Annual review of economics
11
(
2019
),
pp. 495-522
Persistent link: https://www.econbiz.de/10012623785
Saved in:
4
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Econometric theory
32
(
2016
)
3
,
pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
Saved in:
5
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
Saved in:
6
Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
7
Common cyclical features analysis in VAR models with cointegration
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10003320251
Saved in:
8
Testing for common cyclical features in nonstationary panel data models
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Nonstationary panels, panel cointegration, and dynamic …
,
(pp. 131-160)
.
2000
Persistent link: https://www.econbiz.de/10001583118
Saved in:
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