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~person:"Phillips, Peter C. B."
~subject:"Kointegration"
~subject:"Statistische Verteilung"
~subject:"Systematischer Fehler"
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Kointegration
Statistische Verteilung
Systematischer Fehler
Theorie
339
Theory
339
Time series analysis
125
Zeitreihenanalyse
125
Stochastic process
59
Stochastischer Prozess
59
Einheitswurzeltest
57
Unit root test
57
Estimation theory
54
Schätztheorie
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13
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English
55
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Phillips, Peter C. B.
Lütkepohl, Helmut
67
Gil-Alaña, Luis A.
41
Dijk, Herman K. van
40
Saikkonen, Pentti
40
Nielsen, Morten Ørregaard
39
Johansen, Søren
35
Pesaran, M. Hashem
35
Härdle, Wolfgang
33
Wagner, Martin
29
Banerjee, Anindya
28
Opschoor, Anne
28
Trenkler, Carsten
28
Breitung, Jörg
27
Fabozzi, Frank J.
27
Lucas, André
27
Swanson, Norman R.
27
Hassler, Uwe
26
Hoogerheide, Lennart
26
Ravazzolo, Francesco
26
Caporale, Guglielmo Maria
24
Jusélius, Katarina
24
Landsman, Zinoviy
24
Račev, Svetlozar T.
23
Corradi, Valentina
21
Marcellino, Massimiliano
21
Sentana, Enrique
21
Hoogerheide, Lennart F.
20
Warne, Anders
20
Casarin, Roberto
18
Furman, Edward
18
Kapetanios, George
18
Kotz, Samuel
18
Lux, Thomas
18
Robinson, Peter M.
18
Sul, Donggyu
18
Urbain, Jean-Pierre
18
Bollerslev, Tim
17
Grassi, Stefano
17
Haldrup, Niels
17
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Cowles Foundation discussion paper
19
Cowles Foundation Discussion Paper
7
Econometric theory
6
Journal of econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Econometric reviews
2
The review of financial studies
2
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1
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ECONIS (ZBW)
55
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1
Testing for cointegration using principal component methods
Phillips, Peter C. B.
;
Ouliaris, Sam
-
1987
Persistent link: https://www.econbiz.de/10000740642
Saved in:
2
Linear regression limit
theory
for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
5
,
pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853
Saved in:
3
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
Saved in:
4
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
5
Vector autoregressions and causality
Toda, Hiro Y.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
6
,
pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
Saved in:
6
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:
7
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
8
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
Saved in:
9
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:
10
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
Saved in:
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