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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
343
Theory
343
Estimation theory
308
Schätztheorie
308
Zeitreihenanalyse
242
Time series analysis
241
Regression analysis
146
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146
Unit root test
108
Einheitswurzeltest
104
Cointegration
83
Kointegration
78
Statistical test
78
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78
Stochastic process
77
Nichtparametrisches Verfahren
70
Nonparametric statistics
70
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66
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66
Autocorrelation
65
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65
Estimation
56
Schätzung
56
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48
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USA
32
United States
32
Nonlinear regression
31
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30
Induktive Statistik
30
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30
Prognoseverfahren
30
Statistical inference
30
Heteroscedasticity
27
Heteroskedastizität
27
Statistical distribution
27
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Free
40
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English
77
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Phillips, Peter C. B.
75
Lieberman, Offer
10
Yu, Jun
7
Hu, Ling
6
Wang, Qiying
6
Chang, Yoosoon
5
Han, Chirok
5
Park, Joon Y.
5
Jin, Sainan
3
Liang, Hanying
3
Magdalinos, Tassos
3
Shimotsu, Katsumi
3
Sul, Donggyu
3
Wang, Hanchao
3
Gao, Jiti
2
Kasparis, Ioannis
2
Kim, Chang Sik
2
Kostakis, Alexandros
2
Liao, Zhipeng
2
Park, Joon
2
Stamatogiannis, Michalis P.
2
Xiao, Zhijie
2
Baek, Yae In
1
Biswas, Eva
1
Cavaliere, Giuseppe
1
Cho, Jin Seo
1
Kwiatkowski, Denis E.
1
Lee, Chin Chin
1
Liu, Yanbo
1
Mariano, Roberto S.
1
Qiying, Wang
1
Sabzikar, Farzad
1
Schmidt, Peter
1
Smeekes, Stephan
1
Tao, Yubo
1
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1
Yu, Ping
1
Zinde-Walsh, Victoria
1
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Cowles Foundation discussion paper
23
Cowles Foundation Discussion Paper
10
Journal of econometrics
9
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
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
Econometric reviews
1
Economics letters
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
The review of financial studies
1
Time series analysis : in memory of E. J. Hannan
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
2
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:
3
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:
4
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:
5
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
6
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001389305
Saved in:
7
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:
8
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:
9
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
Saved in:
10
Bootstrapping I(1) data
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795696
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