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~person:"Phillips, Peter C. B."
~subject:"Autokorrelation"
~subject:"Schätztheorie"
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Autokorrelation
Schätztheorie
Theorie
339
Theory
339
Time series analysis
126
Zeitreihenanalyse
126
Stochastic process
59
Stochastischer Prozess
59
Einheitswurzeltest
57
Unit root test
57
Estimation theory
54
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46
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29
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76
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Phillips, Peter C. B.
Härdle, Wolfgang
74
Pesaran, M. Hashem
69
Gouriéroux, Christian
62
Franses, Philip Hans
52
Andrews, Donald W. K.
46
Newey, Whitney K.
46
Swanson, Norman R.
43
McAleer, Michael
40
Lütkepohl, Helmut
39
Teräsvirta, Timo
37
Diebold, Francis X.
36
Giles, David E. A.
36
Imbens, Guido
35
Kilian, Lutz
35
Robinson, Peter M.
34
Lee, Lung-fei
33
Baltagi, Badi H.
32
Dufour, Jean-Marie
32
Heckman, James J.
32
Horowitz, Joel
31
Krämer, Walter
29
Granger, C. W. J.
27
Brännäs, Kurt
26
King, Maxwell L.
26
Koop, Gary
26
Li, Qi
26
Ohtani, Kazuhiro
26
Kapetanios, George
25
Kleibergen, Frank
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Monfort, Alain
25
Ullah, Aman
25
Bera, Anil K.
24
Saikkonen, Pentti
24
Stahlecker, Peter
24
Winkelmann, Rainer
24
Abberger, Klaus
23
Lucas, André
23
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Cowles Foundation discussion paper
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of econometrics
9
Econometric theory
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Cowles Foundation Discussion Paper
4
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Discussion papers / Department of Economics, University of California San Diego
1
Discussion papers in economics and econometrics
1
Econometric reviews
1
Handbook of econometrics ; Vol. 1
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
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The econometrics journal
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ECONIS (ZBW)
76
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1
Asymptotic equivalence of OLS and GLS in regressions with integrated regressors
Phillips, Peter C. B.
;
Park, Joon Y.
-
1987
-
Rev
Persistent link: https://www.econbiz.de/10000760970
Saved in:
2
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
3
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
4
Conditional and unconditional statistical independence
Phillips, Peter C. B.
- In:
Journal of econometrics
3
(
1988
),
pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
Saved in:
5
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
6
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003461394
Saved in:
7
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
8
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:
9
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
10
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
Saved in:
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