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~subject:"Nonparametric statistics"
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Nonparametric statistics
Theorie
277
Theory
277
Estimation theory
213
Schätztheorie
213
Zeitreihenanalyse
185
Time series analysis
184
Regression analysis
95
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95
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78
Unit root test
78
Cointegration
57
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56
Stochastic process
56
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56
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52
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52
Nichtparametrisches Verfahren
51
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46
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46
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45
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45
Autocorrelation
44
Autokorrelation
44
Econometrics
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28
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21
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20
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Statistische Verteilung
20
Induktive Statistik
19
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19
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English
51
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Phillips, Peter C. B.
51
Gao, Jiti
7
Kasparis, Ioannis
6
Wang, Qiying
6
Cheng, Xu
4
Li, Degui
4
Su, Liangjun
4
Yu, Jun
4
Andreou, Elena
3
Bandi, Federico M.
3
Jiang, Liang
3
Zhang, Yichong
3
Mariano, Roberto S.
2
Rust, John
2
Tao, Yubo
2
Wang, Ying
2
Xiao, Zhijie
2
Cho, Jin Seo
1
Corbae, Dean
1
Jeffrey, Andrew
1
Kristensen, Dennis
1
Linton, Oliver
1
Liu, Xiaobin
1
Nguyen, Thong
1
Ouliaris, Sam
1
Park, Myungho
1
Shimotsu, Katsumi
1
Xu, Ke-Li
1
Xu, Ke-li
1
Yu, Ping
1
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Cowles Foundation discussion paper
17
Journal of econometrics
11
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
School of Economics working papers / The University of Adelaide, School of Economics
1
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ECONIS (ZBW)
51
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Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
-
2019
Persistent link: https://www.econbiz.de/10012062413
Saved in:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
Saved in:
7
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:
8
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
9
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:
10
Asymptotic theory for zero energy density estimation with nonparametric regression applications
Wang, Qiying
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795693
Saved in:
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