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Estimation theory
Theorie
438
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437
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339
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260
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259
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145
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145
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39
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35
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Phillips, Peter C. B.
300
Yu, Jun
27
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20
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19
Yu, Jihai
15
Sun, Yixiao
14
Jin, Sainan
13
Wang, Qiying
13
Cho, Jin Seo
12
Lee, Lung-fei
12
Han, Chirok
11
Li, Degui
11
Magdalinos, Tassos
9
Wang, Ying
9
Giraitis, Liudas
8
Lieberman, Offer
7
Moon, Hyungsik Roger
7
Shimotsu, Katsumi
7
Xiao, Zhijie
7
Bandi, Federico M.
6
Ploberger, Werner
6
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6
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5
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5
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5
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5
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4
Guo, Binbin
4
Ouliaris, Sam
4
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4
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4
Yu, Ping
4
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4
Bykhovskaya, Anna
3
Chao, John C.
3
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3
Cheng, Tingting
3
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3
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3
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Cowles Foundation discussion paper
103
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44
Journal of econometrics
42
Econometric theory
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Economics letters
7
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7
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6
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6
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5
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5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
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4
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3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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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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Essays in honor of Cheng Hsiao
1
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Foundations and trends in econometrics
1
Handbook of econometrics ; Vol. 1
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1
Handbook of financial time series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
KBI
1
Quantitative marketing and economics : QME
1
Regional science & urban economics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The review of financial studies
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ECONIS (ZBW)
339
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1
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:
2
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
3
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
4
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
5
A new hedonic regression for real estate prices applied to the Singapore residential market
Jiang, Liang
;
Phillips, Peter C. B.
;
Yu, Jun
-
2014
Persistent link: https://www.econbiz.de/10010470645
Saved in:
6
Inference in continuous systems with mildly explosive regressors
Chen, Ye
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 400-416
Persistent link: https://www.econbiz.de/10011920532
Saved in:
7
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
8
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
9
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
10
Exact small sample theory in the simultaneous equations model
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10001327453
Saved in:
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