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~language:"deu"
~language:"eng"
~language:"fin"
~person:"Phillips, Peter C. B."
~subject:"Bootstrap approach"
~subject:"Statistische Verteilung"
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Bootstrap approach
Statistische Verteilung
Theorie
338
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338
Time series analysis
125
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125
Stochastic process
59
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59
Einheitswurzeltest
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14
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Phillips, Peter C. B.
Härdle, Wolfgang
38
Gonçalves, Sílvia
32
Kilian, Lutz
31
Corradi, Valentina
30
Swanson, Norman R.
30
Dijk, Herman K. van
29
Linton, Oliver
28
Opschoor, Anne
28
Kleijnen, Jack P. C.
27
Fabozzi, Frank J.
26
Lucas, André
26
MacKinnon, James G.
26
Ravazzolo, Francesco
24
Hoogerheide, Lennart
23
Račev, Svetlozar T.
23
Whang, Yoon-jae
23
Landsman, Zinoviy
21
White, Halbert
21
Cavaliere, Giuseppe
20
Andrews, Donald W. K.
19
Davidson, Russell
19
Furman, Edward
18
Hoogerheide, Lennart F.
18
Kotz, Samuel
18
Lux, Thomas
18
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17
Paolella, Marc S.
17
Smeekes, Stephan
17
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17
Casarin, Roberto
16
Grassi, Stefano
16
Nadarajah, Saralees
16
Wolf, Michael
16
Chernozhukov, Victor
15
Fischer, Matthias
15
Griffiths, William E.
15
Rahbek, Anders
15
van Dijk, H. K.
15
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14
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
27
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1
Bootstrapping I(1) data
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795696
Saved in:
2
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
Saved in:
3
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461553
Saved in:
4
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
5
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
(
contributor
);
Han, Chirok
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468431
Saved in:
6
Bimodal t-ratios : the impact of thick tails on inference
Fiorio, Carlo V.
;
Hajivassiliou, Vassilis Argyrou
; …
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 271-289
Persistent link: https://www.econbiz.de/10003978526
Saved in:
7
Bootstrapping I(1) data
Phillips, Peter C. B.
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
Saved in:
8
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 282-294
Persistent link: https://www.econbiz.de/10009159989
Saved in:
9
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
10
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
Saved in:
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