//--> //--> //--> //-->
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
Constructive heuristics for th...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
75
Stochastischer Prozess
75
Theorie
59
Theory
59
Time series analysis
37
Zeitreihenanalyse
37
Einheitswurzeltest
19
Unit root test
19
Estimation theory
18
Schätztheorie
18
Regression analysis
15
Regressionsanalyse
15
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Nichtlineare Regression
9
Nonlinear regression
9
Cointegration
7
Kointegration
6
Microeconometrics
6
Mikroökonometrie
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Autoregression
4
Black-Scholes model
4
Black-Scholes-Modell
4
Modellierung
4
Option trading
4
Optionsgeschäft
4
Scientific modelling
4
Stochastic unit root
4
Volatility
4
Volatilität
4
Autocorrelation
3
Autokorrelation
3
Brownian motion
3
Diffusion
3
Time-varying coefficients
3
1934-1997
2
Aggregation
2
Descriptive statistics
2
more ...
less ...
Online availability
All
Free
39
Undetermined
10
Type of publication
All
Book / Working Paper
49
Article
26
Type of publication (narrower categories)
All
Arbeitspapier
30
Working Paper
30
Graue Literatur
29
Non-commercial literature
29
Article in journal
24
Aufsatz in Zeitschrift
24
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
75
Author
All
Phillips, Peter C. B.
Laporte, Gilbert
150
McAleer, Michael
108
Gendreau, Michel
106
Crainic, Teodor Gabriel
74
Koopman, Siem Jan
70
Sörensen, Kenneth
68
Cordeau, Jean-François
67
Coelho, Leandro C.
62
Desaulniers, Guy
61
Speranza, Maria Grazia
59
Hartl, Richard F.
58
Chiarella, Carl
57
Sethi, Suresh
55
Hao, Jin-Kao
54
Platen, Eckhard
53
Bortfeldt, Andreas
52
Lim, Andrew
52
Archetti, Claudia
51
Fagerholt, Kjetil
48
Cheng, T. C. E.
47
Escudero, Laureano F.
47
Vigo, Daniele
46
Van Woensel, Tom
45
Wäscher, Gerhard
45
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Ferrari, Giorgio
44
Iori, Manuel
44
Asai, Manabu
42
Vidal, Thibaut
42
Pisinger, David
41
Post, Thierry
41
Takahashi, Akihiko
41
Huisman, Dennis
40
Ulmer, Marlin Wolf
40
Yu, Jun
40
Gao, Jiti
39
Boysen, Nils
38
Madan, Dilip B.
38
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
23
Cowles Foundation Discussion Paper
10
Journal of econometrics
9
Econometric theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global COE Hi-Stat discussion paper series
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of quantitative economics
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
The econometrics journal
1
Time series analysis : in memory of E. J. Hannan
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
Saved in:
3
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
4
Bootstrapping I(1) data
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795696
Saved in:
5
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
Saved in:
6
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
;
Han, Chirok
- In:
Econometric theory
24
(
2008
)
3
,
pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
Saved in:
7
Local limit theory and spurious nonparametric regression
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416
Saved in:
8
Log periodogram regression : the nonstationary case
Kim, Chang Sik
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461423
Saved in:
9
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462519
Saved in:
10
Semiparametric estimation in simultaneous equations of time series models
Gao, Jiti
;
Phillips, Peter C. B.
-
2010
Persistent link: https://www.econbiz.de/10008667514
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->