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~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Statistical test"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
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144
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144
Time series analysis
55
Zeitreihenanalyse
55
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30
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20
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Aufsatz in Zeitschrift
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Phillips, Peter C. B.
Andrews, Donald W. K.
36
Li, Qi
29
Baltagi, Badi H.
27
Newey, Whitney K.
27
Pesaran, M. Hashem
27
McAleer, Michael
23
Krämer, Walter
22
Lee, Lung-fei
22
Giles, David E. A.
21
King, Maxwell L.
21
Ohtani, Kazuhiro
21
Horowitz, Joel
20
Ullah, Aman
20
Dufour, Jean-Marie
19
Gouriéroux, Christian
18
Linton, Oliver
18
Lütkepohl, Helmut
18
Bera, Anil K.
17
Franses, Philip Hans
17
Godfrey, L. G.
17
Hahn, Jinyong
17
Perron, Pierre
17
Saikkonen, Pentti
17
Wooldridge, Jeffrey M.
17
Granger, C. W. J.
16
Hong, Yongmiao
16
Kelejian, Harry H.
16
Kuan, Chung-ming
16
Orme, Chris D.
16
Robinson, Peter M.
16
Simar, Léopold
16
Srivastava, Virendra K.
16
Swanson, Norman R.
16
Bai, Jushan
15
Hendry, David F.
15
MacKinnon, James G.
15
Schmidt, Peter
15
Donald, Stephen G.
14
Fan, Yanqin
14
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Journal of econometrics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Econometric theory
6
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
International economic review
2
Econometric reviews
1
Journal of financial econometrics
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 review of financial studies
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ECONIS (ZBW)
38
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1
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38
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1
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:
2
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
- In:
International economic review
47
(
2006
)
3
,
pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
Saved in:
3
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:
4
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:
5
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:
6
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
7
Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
International economic review
56
(
2015
)
4
,
pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
Saved in:
8
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
Saved in:
9
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Saved in:
10
Higher order approximations for Wald statistics in time series regressions with integrated processes
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 157-198
Persistent link: https://www.econbiz.de/10001656608
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