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Estimation theory
Theorie
339
Theory
339
Schätztheorie
300
Time series analysis
237
Zeitreihenanalyse
237
Regression analysis
142
Regressionsanalyse
142
Unit root test
106
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102
Cointegration
82
Kointegration
79
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76
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76
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75
Nichtparametrisches Verfahren
70
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66
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Phillips, Peter C. B.
300
Gao, Jiti
20
Sul, Donggyu
19
Sun, Yixiao
14
Jin, Sainan
13
Wang, Qiying
13
Cho, Jin Seo
12
Han, Chirok
11
Li, Degui
11
Yu, Jun
10
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
Su, Liangjun
6
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5
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5
Dalla, Violetta
4
Guo, Binbin
4
Ouliaris, Sam
4
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4
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3
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3
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3
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3
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3
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3
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3
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3
Jiang, Liang
3
Lee, Ji Hyung
3
Liao, Zhipeng
3
Park, Joon
3
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3
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3
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Cowles Foundation discussion paper
102
Cowles Foundation Discussion Paper
44
Journal of econometrics
32
Econometric theory
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Cowles Foundation paper
4
The econometrics journal
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Working paper
3
Econometric reviews
2
Econometrics : open access journal
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Annals of economics and statistics
1
Cowles Foundation Discussion Paper 1768
1
Discussion paper / Department of Economics, University of California San Diego
1
Essays in honor of Cheng Hsiao
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
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
1
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1
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ECONIS (ZBW)
300
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1
Trending multiple time series : editor's introduction
Phillips, Peter C. B.
-
1996
Persistent link: https://www.econbiz.de/10000625543
Saved in:
2
Conditional and unconditional statistical independence
Phillips, Peter C. B.
- In:
Journal of econometrics
3
(
1988
),
pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
Saved in:
3
Exact distribution theory in structural estimation with an identity
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 958-984
Persistent link: https://www.econbiz.de/10003875908
Saved in:
4
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
5
Inference in near singular regression
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312307
Saved in:
6
Pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312325
Saved in:
7
Edmond Malinvaud : a tribute to his contributions in econometrics
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312341
Saved in:
8
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
Saved in:
9
HAC estimation by automated regression
Phillips, Peter C. B.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 116-142
Persistent link: https://www.econbiz.de/10002674646
Saved in:
10
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
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