//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Phillips, Peter C. B."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The exact multi-period mean-sq...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
300
Schätztheorie
300
Time series analysis
237
Zeitreihenanalyse
237
Theorie
165
Theory
165
Regression analysis
110
Regressionsanalyse
110
Einheitswurzeltest
59
Unit root test
59
Cointegration
56
Kointegration
55
Nichtparametrisches Verfahren
52
Nonparametric statistics
52
Stochastic process
48
Stochastischer Prozess
48
Statistical test
47
Statistischer Test
47
Autocorrelation
43
Autokorrelation
43
Panel
36
Panel study
36
Heteroscedasticity
24
Heteroskedastizität
24
Nichtlineare Regression
23
Nonlinear regression
23
Statistical distribution
22
Statistische Verteilung
22
Estimation
20
Schätzung
20
Bias
17
Induktive Statistik
17
Statistical inference
17
Systematischer Fehler
17
Correlation
16
Forecasting model
16
Korrelation
16
Prognoseverfahren
16
Statistical theory
16
Statistische Methodenlehre
16
more ...
less ...
Online availability
All
Free
221
Undetermined
37
Type of publication
All
Book / Working Paper
286
Article
159
Type of publication (narrower categories)
All
Article in journal
152
Aufsatz in Zeitschrift
152
Arbeitspapier
148
Working Paper
148
Graue Literatur
146
Non-commercial literature
146
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
3
Festschrift
3
Sammelwerk
3
Aufsatzsammlung
1
Bibliografie
1
Biografie
1
Biography
1
Conference paper
1
Conference proceedings
1
Interview
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
445
Author
All
Phillips, Peter C. B.
Gil-Alaña, Luis A.
335
Härdle, Wolfgang
331
Caporale, Guglielmo Maria
290
Pesaran, M. Hashem
289
Koopman, Siem Jan
258
Franses, Philip Hans
257
McAleer, Michael
241
Gao, Jiti
224
Kapetanios, George
194
Linton, Oliver
178
Lütkepohl, Helmut
169
Teräsvirta, Timo
160
Swanson, Norman R.
150
Andrews, Donald W. K.
144
Chen, Xiaohong
136
Sibbertsen, Philipp
135
Newey, Whitney K.
134
Stock, James H.
133
Koop, Gary
130
Robinson, Peter M.
127
Baltagi, Badi H.
125
Diebold, Francis X.
123
Gouriéroux, Christian
123
Marcellino, Massimiliano
122
Chernozhukov, Victor
118
Gupta, Rangan
117
Watson, Mark W.
116
Hendry, David F.
112
Heckman, James J.
111
Perron, Pierre
111
Johansen, Søren
110
Lucas, André
110
Harvey, Andrew C.
109
Engle, Robert F.
108
Dijk, Herman K. van
106
White, Halbert
104
Nielsen, Morten Ørregaard
103
Granger, C. W. J.
102
Dette, Holger
99
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
155
Cowles Foundation Discussion Paper
59
Journal of econometrics
47
Econometric theory
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Econometric reviews
8
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
8
The econometrics journal
6
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Cowles Foundation paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The review of economic studies
4
Working paper
4
Economics letters
3
International economic review
3
Oxford bulletin of economics and statistics
3
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion papers / Department of Economics, University of California San Diego
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of empirical finance
2
New Zealand economic papers
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
Annals of economics and statistics
1
Cowles Foundation Discussion Paper 1768
1
Discussion paper / Department of Economics, University of California San Diego
1
Economic time series with random walk and other nonstationary components
1
Essays in honor of Cheng Hsiao
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
445
Showing
1
-
10
of
445
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic properties of residual based tests for cointegration
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10001084872
Saved in:
2
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
-
1997
Persistent link: https://www.econbiz.de/10000966051
Saved in:
3
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
-
1997
Persistent link: https://www.econbiz.de/10000966052
Saved in:
4
Higher order approximations for frequency domain time series regression
Phillips, Peter C. B.
;
Xiao, Zhijie
-
1997
Persistent link: https://www.econbiz.de/10000966053
Saved in:
5
Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10000843670
Saved in:
6
Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10000848865
Saved in:
7
Hyper-consistent estimation of a unit root in time series regression
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10000852458
Saved in:
8
Posterior odds testing for a unit root with data-based model selection
Phillips, Peter C. B.
;
Ploberger, Werner
-
1992
Persistent link: https://www.econbiz.de/10000839757
Saved in:
9
The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828077
Saved in:
10
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->