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Search: person:"PHILLIPS, PETER C.B."
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Theorie
343
Theory
343
Estimation theory
310
Schätztheorie
310
Time series analysis
247
Zeitreihenanalyse
247
Regression analysis
145
Regressionsanalyse
145
Unit root test
114
Einheitswurzeltest
105
Cointegration
97
Kointegration
83
Statistical test
77
Statistischer Test
77
Stochastic process
77
Stochastischer Prozess
77
Nichtparametrisches Verfahren
72
Nonparametric statistics
72
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69
Panel study
69
Autocorrelation
61
Autokorrelation
61
Estimation
59
Schätzung
59
Econometrics
49
Ökonometrie
49
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40
Spekulationsblase
40
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33
Nonlinear regression
31
USA
31
United States
31
Nichtlineare Regression
30
Induktive Statistik
28
Statistical inference
28
Heteroscedasticity
27
Heteroskedastizität
27
Instrumental variables
27
Method of moments
27
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256
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Language
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English
1,029
Undetermined
518
German
1
Spanish
1
Author
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Phillips, Peter C. B.
977
Phillips, Peter C.B.
534
Yu, Jun
150
Sul, Donggyu
65
Han, Chirok
57
Jin, Sainan
57
Sun, Yixiao
48
Lieberman, Offer
45
Magdalinos, Tassos
43
Shi, Shuping
41
Xiao, Zhijie
41
Park, Joon Y.
40
Wang, Qiying
38
Cho, Jin Seo
36
Gao, Jiti
34
Su, Liangjun
34
Moon, Hyungsik Roger
32
Giraitis, Liudas
28
Phillips, Peter C B
28
Ploberger, Werner
28
Kasparis, Ioannis
25
Shi, Shu-Ping
22
Chang, Yoosoon
20
Hu, Ling
17
Li, Degui
17
Ouliaris, Sam
16
Xu, Ke-Li
16
Chao, John C.
15
Shimotsu, Katsumi
15
Toda, Hiro Y.
15
Moon, Hyungsik R.
14
Bandi, Federico M.
13
Perron, Benoit
13
Shi, Zhentao
13
Jiang, Liang
11
Wang, Ying
11
Cheng, Xu
10
Dalla, Violetta
10
Hurn, Stan
10
Wu, Yangru
10
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Institution
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Cowles Foundation for Research in Economics, Yale University
262
School of Economics, Singapore Management University
29
East Asian Bureau of Economic Research (EABER)
7
School of Management, Yale University
6
Department of Econometrics and Business Statistics, Monash Business School
4
Department of Economics, University of California-San Diego (UCSD)
3
Department of Economics, University of California-Santa Barbara (UCSB)
3
University of Cyprus Department of Economics
3
Cowles Foundation Conference on Econometrics: A Celebration of Peter Phillips's 40 Years at Yale <2018, New Haven, Conn.>
2
Econometric Society
2
Economic Research Institute, College of Business and Economics
2
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
2
Institute for Economic Research, Division of Economics
2
Institute of Economic Research, Korea University
2
London School of Economics and Political Science
2
University of Milan and Econpubblica
2
Yale University <New Haven, Conn.> / Department of Economics
2
C.E.P.R. Discussion Papers
1
Center for Policy Research, Maxwell School
1
Department of Economics, Harvard University
1
Economics Division, University of Southampton
1
Graduate School of Business and Economics (GSBE), School of Business and Economics
1
Institute of Economic Policy Research (IEPR), University of Southern California
1
Institute of Economic Research, Hitotsubashi University
1
Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization
1
New Zealand Econometric Study Group
1
School of Economics, University of Adelaide
1
UCLA Department of Economics
1
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Published in...
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Cowles Foundation Discussion Papers
262
Cowles Foundation discussion paper
256
Econometric theory
130
Cowles Foundation Discussion Paper
125
Journal of econometrics
113
Econometric Theory
96
Journal of Econometrics
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Working Papers / School of Economics, Singapore Management University
29
Econometrica
27
The econometrics journal
21
Econometric reviews
16
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
12
International economic review
11
Journal of applied econometrics
11
Econometrics Journal
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
New Zealand economic papers
9
Oxford bulletin of economics and statistics
8
Economics letters
7
International Economic Review
7
Journal of Business & Economic Statistics
7
Journal of Time Series Analysis
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Yale School of Management Working Papers
6
Cowles Foundation paper
5
Journal of Applied Econometrics
5
Oxford Bulletin of Economics and Statistics
5
The review of economic studies
5
The review of financial studies
5
Working paper
5
Economics Letters
4
Finance Working Papers
4
Journal of Economic Surveys
4
Journal of economic surveys
4
Monash Econometrics and Business Statistics Working Papers
4
Econometrics
3
Econometrics : open access journal
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Quantitative economics : QE ; journal of the Econometric Society
3
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Source
All
ECONIS (ZBW)
811
RePEc
564
OLC EcoSci
155
Other ZBW resources
8
EconStor
6
USB Cologne (business full texts)
2
BASE
2
USB Cologne (EcoSocSci)
1
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1
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10
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1,549
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1
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10015075086
Saved in:
2
Limit theory of local polynomial estimation in functional coefficient regression
Wang, Ying
;
Phillips, Peter C. B.
-
2024
Persistent link: https://www.econbiz.de/10015076908
Saved in:
3
Self-weighted estimation for local unit root regression with applications
Hu, Zhishui
;
Liu, Nan
;
Phillips, Peter C. B.
;
Wang, Qiying
-
2024
Persistent link: https://www.econbiz.de/10015076938
Saved in:
4
Estimation and inference in a possibly multicointegrated system with a fixed number of instruments
Sun, Yixiao
;
Phillips, Peter C. B.
;
Kheifets, Igor L.
-
2024
Persistent link: https://www.econbiz.de/10015077063
Saved in:
5
GMM estimation with Brownian kernels applied to income inequality measurement
Cho, Jin Seo
;
Phillips, Peter C. B.
-
2024
Persistent link: https://www.econbiz.de/10015077115
Saved in:
6
Cyclical time series: an empirical analysis of temperatures in central England over three centuries
Giraitis, Liudas
;
Marotta, Fulvia
;
Phillips, Peter C. B.
-
2024
Persistent link: https://www.econbiz.de/10015077133
Saved in:
7
Limit theory and inference in non-cointegrated functional coefficient regression
Wang, Ying
;
Phillips, Peter C. B.
;
Tu, Yundong
-
2024
Persistent link: https://www.econbiz.de/10015077168
Saved in:
8
Teaching financial econometrics to students converting to finance
Hurn, Stan
;
Martin, Vance
;
Phillips, Peter C. B.
;
Yu, Jun
-
2024
Persistent link: https://www.econbiz.de/10015076776
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
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
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