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~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Statistical test"
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Estimation theory
Statistical test
Theorie
339
Theory
339
Time series analysis
125
Zeitreihenanalyse
125
Stochastic process
59
Stochastischer Prozess
59
Einheitswurzeltest
57
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57
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54
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46
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Phillips, Peter C. B.
Pesaran, M. Hashem
98
Härdle, Wolfgang
77
Andrews, Donald W. K.
56
Franses, Philip Hans
54
Swanson, Norman R.
54
Gouriéroux, Christian
50
McAleer, Michael
49
Heckman, James J.
45
Newey, Whitney K.
43
Dufour, Jean-Marie
41
Bera, Anil K.
40
Linton, Oliver
39
Krämer, Walter
38
Baltagi, Badi H.
37
Giles, David E. A.
37
Lütkepohl, Helmut
37
Imbens, Guido
36
Horowitz, Joel
34
King, Maxwell L.
33
Li, Qi
31
Robinson, Peter M.
31
Dette, Holger
30
Whang, Yoon-jae
29
White, Halbert
29
Saikkonen, Pentti
28
Corradi, Valentina
27
Hahn, Jinyong
27
Hsiao, Cheng
27
McCracken, Michael W.
27
Wolf, Michael
27
Davidson, Russell
26
Diebold, Francis X.
26
Granger, C. W. J.
26
MacKinnon, James G.
26
Ohtani, Kazuhiro
26
Stahlecker, Peter
26
Ullah, Aman
26
Zakoïan, Jean-Michel
26
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25
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Cowles Foundation discussion paper
21
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
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5
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3
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3
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3
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2
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2
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1
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1
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1
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ECONIS (ZBW)
76
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11
Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
Saved in:
12
Estimating long-run economic equilibria
Phillips, Peter C. B.
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 407-436
Persistent link: https://www.econbiz.de/10001114334
Saved in:
13
A shortcut to LAD estimator asymptotics
Phillips, Peter C. B.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 450-463
Persistent link: https://www.econbiz.de/10001117739
Saved in:
14
Partially identified econometric models
Phillips, Peter C. B.
- In:
Econometric theory
5
(
1989
)
2
,
pp. 181-240
Persistent link: https://www.econbiz.de/10001069080
Saved in:
15
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:
16
Optimal inference in cointegrated systems
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 283-306
Persistent link: https://www.econbiz.de/10001101896
Saved in:
17
Error correction and long-run equilibrium in continuous time
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
4
,
pp. 967-980
Persistent link: https://www.econbiz.de/10001108584
Saved in:
18
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 85-123
Persistent link: https://www.econbiz.de/10001223462
Saved in:
19
Econometric model determination
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
Saved in:
20
Fully modified least squares and vector autoregression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1023-1078
Persistent link: https://www.econbiz.de/10001190392
Saved in:
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