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Stochastic process
Estimation theory
380
Schätztheorie
380
Theorie
380
Theory
380
Zeitreihenanalyse
282
Time series analysis
281
Regression analysis
167
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111
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111
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110
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106
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94
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90
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87
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87
Autocorrelation
86
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86
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82
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82
Stochastischer Prozess
82
Estimation
65
Schätzung
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54
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54
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49
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48
Method of moments
43
Momentenmethode
43
Bubbles
41
Spekulationsblase
41
China
40
Robust statistics
36
Robustes Verfahren
36
Forecasting model
35
Prognoseverfahren
35
Nonlinear regression
32
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Phillips, Peter C. B.
76
Lieberman, Offer
10
Yu, Jun
7
Hu, Ling
6
Wang, Qiying
6
Chang, Yoosoon
5
Han, Chirok
5
Jin, Sainan
5
Park, Joon Y.
5
Sun, Yixiao
4
Liang, Hanying
3
Shimotsu, Katsumi
3
Sul, Donggyu
3
Wang, Hanchao
3
Cho, Jin Seo
2
Gao, Jiti
2
Kasparis, Ioannis
2
Kim, Chang Sik
2
Liao, Zhipeng
2
Park, Joon
2
Xiao, Zhijie
2
Baek, Yae In
1
Biswas, Eva
1
Cavaliere, Giuseppe
1
Fissel, Benjamin
1
Kwiatkowski, Denis E.
1
Lee, Chin Chin
1
Liu, Yanbo
1
Magdalinos, Tassos
1
Mariano, Roberto S.
1
Miao, Ke
1
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1
Sabzikar, Farzad
1
Schmidt, Peter
1
Smeekes, Stephan
1
Su, Liangjun
1
Tao, Yubo
1
Taylor, Robert
1
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1
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Cowles Foundation discussion paper
24
Journal of econometrics
11
Cowles Foundation Discussion Paper
10
Econometric theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
Discussion paper / Department of Economics, University of California San Diego
1
Econometric reviews
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global COE Hi-Stat discussion paper series
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of quantitative economics
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
The econometrics journal
1
Time series analysis : in memory of E. J. Hannan
1
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Nonstationary discrete choice : a corrigendum and addendum
Phillips, Peter C. B.
;
Jin, Sainan
;
Hu, Ling
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1115-1130
Persistent link: https://www.econbiz.de/10003571426
Saved in:
2
Nonstationary discrete choice : a corrigendum and addendum
Phillips, Peter C. B.
;
Jin, Sainan
;
Hu, Ling
-
2005
Persistent link: https://www.econbiz.de/10002969689
Saved in:
3
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:
4
Bootstrapping I(1) data
Phillips, Peter C. B.
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
Saved in:
5
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
6
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
7
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001389305
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8
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
Saved in:
9
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
Saved in:
10
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
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