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~isPartOf:"Journal of econometrics"
~person:"Phillips, Peter C. B."
~person:"Tu, Yundong"
~subject:"Schätztheorie"
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Schätztheorie
Theorie
37
Theory
37
Time series analysis
29
Zeitreihenanalyse
29
Estimation theory
24
Einheitswurzeltest
13
Unit root test
13
Cointegration
11
Kointegration
11
Regression analysis
11
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11
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10
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Multivariate analysis
3
Scientific modelling
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Stochastic unit root
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Phillips, Peter C. B.
Tu, Yundong
Linton, Oliver
14
Li, Qi
10
Lee, Lung-fei
9
Taylor, Robert
9
Todorov, Viktor
9
Baltagi, Badi H.
8
Gao, Jiti
8
Gouriéroux, Christian
8
Schmidt, Peter
8
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8
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7
Francq, Christian
7
Leybourne, Stephen James
7
Park, Joon Y.
7
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6
Chen, Xiaohong
6
Chib, Siddhartha
6
Hsiao, Cheng
6
Li, Jia
6
Zakoïan, Jean-Michel
6
Ai, Chunrong
5
Chambers, Marcus J.
5
Davis, Richard A.
5
Ghysels, Eric
5
Hong, Han
5
Kim, Donggyu
5
Kohn, Robert
5
Koopman, Siem Jan
5
Li, Yingying
5
Magnus, Jan R.
5
Perron, Pierre
5
Robinson, Peter M.
5
White, Halbert
5
Xiao, Zhijie
5
Zhu, Ke
5
Chen, Songnian
4
Christensen, Bent Jesper
4
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4
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Journal of econometrics
Cowles Foundation discussion paper
52
Cowles Foundation Discussion Paper
20
Econometric theory
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Economics letters
4
Cowles Foundation paper
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Working paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Cowles Foundation Discussion Paper 1768
1
Econometrics : open access journal
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of econometrics ; Vol. 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The econometrics journal
1
The review of financial studies
1
Working papers in economics
1
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ECONIS (ZBW)
24
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1
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1
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
2
Asymptotic
theory
for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
3
Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Lin, Yingqian
;
Tu, Yundong
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 52-65
Persistent link: https://www.econbiz.de/10012483188
Saved in:
4
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:
5
Smoothing local-to-moderate unit root
theory
Phillips, Peter C. B.
;
Magdalinos, Tassos
;
Giraitis, Liudas
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 274-279
Persistent link: https://www.econbiz.de/10008839955
Saved in:
6
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
7
Higher-order approximations for frequency domain time series regression
Xiao, Zhijie
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
Saved in:
8
Estimation
for double-nonlinear cointegration
Lin, Yingqian
;
Tu, Yundong
;
Yao, Qiwei
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10012439669
Saved in:
9
Optimal
estimation
of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
Saved in:
10
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
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