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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
Unit root test
57
Schätztheorie
54
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46
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46
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34
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34
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29
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76
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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
Wolf, Michael
28
Corradi, Valentina
27
Hahn, Jinyong
27
Hsiao, Cheng
27
McCracken, Michael W.
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
Brännäs, Kurt
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
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Cowles Foundation Discussion Paper
3
Oxford bulletin of economics and statistics
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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1
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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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31
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001873297
Saved in:
32
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001548868
Saved in:
33
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
Saved in:
34
Some exact distribution theory for maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 73-93
Persistent link: https://www.econbiz.de/10001169511
Saved in:
35
A reexamination of the consumption function using frequency domain regressions
Corbae, Dean
- In:
Empirical economics : a journal of the Institute for …
19
(
1994
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10001175474
Saved in:
36
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:
37
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:
38
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:
39
Trending multiple time series : symposium issue
Phillips, Peter C. B.
(
contributor
)
- In:
Econometric theory
11
(
1995
)
5
,
pp. 811-1176
Persistent link: https://www.econbiz.de/10001195990
Saved in:
40
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:
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