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Nonparametric statistics
Theorie
437
Theory
436
Estimation theory
339
Schätztheorie
339
Zeitreihenanalyse
260
Time series analysis
259
Regression analysis
145
Regressionsanalyse
145
Unit root test
117
Einheitswurzeltest
109
Stochastic process
108
Stochastischer Prozess
108
Panel
93
Panel study
93
Cointegration
85
Statistical test
84
Statistischer Test
84
Kointegration
82
Estimation
79
Schätzung
78
Nichtparametrisches Verfahren
73
Autocorrelation
70
Autokorrelation
70
China
62
Volatility
52
Volatilität
52
Ökonometrie
52
Econometrics
50
Bubbles
46
Spekulationsblase
45
Börsenkurs
40
Share price
40
Forecasting model
39
Prognoseverfahren
39
Method of moments
36
Momentenmethode
36
USA
36
United States
36
Maximum likelihood estimation
35
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Free
39
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9
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Book / Working Paper
43
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30
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28
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28
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22
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22
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English
73
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Phillips, Peter C. B.
70
Kasparis, Ioannis
9
Wang, Qiying
9
Gao, Jiti
8
Su, Liangjun
7
Yu, Jun
7
Cheng, Xu
6
Li, Degui
5
Andreou, Elena
4
Bandi, Federico M.
4
Jiang, Liang
4
Zhang, Yichong
4
Tao, Yubo
3
Wang, Ying
3
Cho, Jin Seo
2
Mariano, Roberto S.
2
Rust, John
2
Shimotsu, Katsumi
2
Xiao, Zhijie
2
Xu, Ke-Li
2
Corbae, Dean
1
Eriksson, Anders
1
Jeffrey, Andrew
1
Kristensen, Dennis
1
Linton, Oliver
1
Liu, Xiaobin
1
Nguyen, Thong
1
Ouliaris, Sam
1
Park, Myungho
1
Preve, Daniel P. A.
1
Seo, Juwon
1
Shi, Shuping
1
Xu, Ke-li
1
Yonghui, Zhang
1
Yu, Ping
1
Zhang, Chen
1
Zhang, Youghui
1
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Cowles Foundation discussion paper
18
Cowles Foundation Discussion Paper
14
Journal of econometrics
12
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The econometrics journal
3
Celebrating Irving Fisher : the legacy of a great economist
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The American journal of economics and sociology
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Discussion paper / Centre for Economic Policy Research
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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1
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ECONIS (ZBW)
73
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1
A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C. B.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
Saved in:
2
Gaussian estimation of continuous time models of the short term interest rate
Yu, Jun
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001596325
Saved in:
3
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
4
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
5
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:
6
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
-
2019
Persistent link: https://www.econbiz.de/10012062413
Saved in:
7
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
8
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Econometric theory
32
(
2016
)
3
,
pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
Saved in:
9
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:
10
Threshold regression with endogeneity
Yu, Ping
;
Phillips, Peter C. B.
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 50-68
Persistent link: https://www.econbiz.de/10011974610
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