//--> //--> //--> //-->
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
~subject:"Schätztheorie"
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
Spurious regressions with stat...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätztheorie
Estimation theory
65
Theorie
40
Theory
40
Autocorrelation
36
Autokorrelation
36
Statistical test
36
Statistischer Test
36
Time series analysis
36
Zeitreihenanalyse
36
Heteroscedasticity
32
Heteroskedastizität
32
Regression analysis
28
Regressionsanalyse
28
Robust statistics
26
Robustes Verfahren
26
Method of moments
18
Momentenmethode
18
Fixed-smoothing asymptotics
12
F distribution
11
Core
10
Cointegration
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Asymptotic expansion
7
F-distribution
7
Kointegration
7
Panel
7
Panel study
7
Social and Behavioral Sciences
7
Optimal bandwidth
6
Physical Sciences and Mathematics
6
Statistical distribution
5
Statistische Verteilung
5
Adaptiveness
4
Causality analysis
4
F-approximation
4
Fixed-smoothing Asymptotics
4
Heteroskedasticity and Autocorrelation Robust
4
IV-Schätzung
4
more ...
less ...
Online availability
All
Free
41
Undetermined
11
Type of publication
All
Book / Working Paper
40
Article
25
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Graue Literatur
22
Non-commercial literature
22
Arbeitspapier
17
Working Paper
17
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
65
Author
All
Sun, Yixiao
65
Phillips, Peter C. B.
14
Jin, Sainan
12
Kim, Min Seong
6
Andrews, Donald W. K.
4
Kaplan, David M.
4
Chen, Xiaohong
2
Ding, Zhuanxin
2
Guggenberger, Patrik
2
Guo, Gangzheng
2
Liao, Zhipeng
2
Liu, Cheng
2
Wang, Shaoping
2
Wang, Xuexin
2
Yang, Jingjing
2
Cao, Bolong
1
Carson, Richard T.
1
Hwang, Jungbin
1
Jin, Sainin
1
Kaplan, David
1
Martinez-Iriarte, Julian
1
Martínez-Iriarte, Julián
1
Montes-Rojas, Gabriel
1
Pellatt, Daniel
1
Pellatt, Daniel F.
1
more ...
less ...
Institution
All
University of California, San Diego / Department of Economics
4
Published in...
All
Journal of econometrics
11
Cowles Foundation discussion paper
7
Econometric theory
5
Recent work / Department of Economics, UC San Diego
5
Recent work / Department of Economics, UCSD
4
Discussion paper / Department of Economics, University of California San Diego
3
Cowles Foundation Discussion Paper
2
The econometrics journal
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion papers / Department of Economics, University of California San Diego
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of Peter C. B. Phillips
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Working paper series / Department of Economics, University of Missouri-Columbia
1
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Sun, Yixiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10009301901
Saved in:
2
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
Saved in:
3
Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 659-677
Persistent link: https://www.econbiz.de/10010257366
Saved in:
4
Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong autocorrelation
Sun, Yixiao
-
2014
Persistent link: https://www.econbiz.de/10010370905
Saved in:
5
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1227-1260
Persistent link: https://www.econbiz.de/10002424947
Saved in:
6
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753311
Saved in:
7
Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong autocorrelation
Sun, Yixiao
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 23-63)
.
2014
Persistent link: https://www.econbiz.de/10010442880
Saved in:
8
Let s fix it : fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao
-
2012
Persistent link: https://www.econbiz.de/10010209966
Saved in:
9
Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
10
A new approach to robust inference in cointegration
Jin, Sainan
;
Phillips, Peter C. B.
;
Sun, Yixiao
- In:
Economics letters
91
(
2006
)
2
,
pp. 300-306
Persistent link: https://www.econbiz.de/10003327908
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->