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Specification Test for Panel D...
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Time series analysis
Estimation theory
102
Schätztheorie
102
Panel
55
Panel study
55
Nichtparametrisches Verfahren
52
Nonparametric statistics
52
Theorie
50
Theory
50
Regression analysis
43
Regressionsanalyse
43
Estimation
41
Schätzung
41
Zeitreihenanalyse
38
Statistical test
37
Statistischer Test
37
Specification test
15
Autocorrelation
13
Autokorrelation
13
Dynamic panel
13
Method of moments
13
Momentenmethode
13
Robust statistics
13
Robustes Verfahren
13
Structural change
11
Core
10
Forecasting model
10
Panel data
10
Prognoseverfahren
10
Fixed effects
9
Interactive fixed effects
9
Modellierung
9
Scientific modelling
9
Classification
8
Factor analysis
8
Faktorenanalyse
8
Heteroscedasticity
8
Heteroskedastizität
8
Mildly explosive process
8
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Su, Liangjun
22
Phillips, Peter C. B.
17
Jin, Sainan
13
Zhang, Yonghui
8
Sun, Yixiao
7
Ullah, Aman
4
Wang, Xia
4
White, Halbert
3
Fu, Zhonghao
2
Ma, Shujie
2
Wang, Xiaohu
2
Zhou, Qiankun
2
Atak, Alev
1
Gao, Shang
1
Hong, Yongmiao
1
Huang, Wenxin
1
Ke, Shuyao
1
Lan, Wei
1
Li, Yanglin
1
Long, Xiangdong
1
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1
Peng, Bin
1
Qian, Junhui
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Song, Feng
1
Tsai, Chih-Ling
1
Wang, Shaoping
1
Wang, XiaoHu
1
Wei, Jie
1
Xiao, Zhijie
1
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1
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1
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Cowles Foundation discussion paper
5
Cowles Foundation Discussion Paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Discussion papers / Department of Economics, University of California San Diego
2
Econometric reviews
2
Econometric theory
2
Economics letters
2
The econometrics journal
2
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1
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ECONIS (ZBW)
38
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1
Robustify financial time series forecasting with bagging
Jin, Sainan
;
Su, Liangjun
;
Ullah, Aman
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 575-605
Persistent link: https://www.econbiz.de/10010360787
Saved in:
2
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
3
Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun
;
Wang, Xia
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
Saved in:
4
Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui
;
Su, Liangjun
;
Phillips, Peter C. B.
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 56-100
Persistent link: https://www.econbiz.de/10009520548
Saved in:
5
A one-covariate-at-a-time multiple testing approach to variable selection in additive models
Su, Liangjun
;
Yang, Thomas Tao
;
Zhang, Yonghui
;
Zhou, …
- In:
Econometric reviews
43
(
2024
)
9
,
pp. 671-712
Persistent link: https://www.econbiz.de/10015050636
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6
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
7
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
- In:
International economic review
47
(
2006
)
3
,
pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
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8
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
Saved in:
9
Business cycles, trend elimination, and the HP filter
Phillips, Peter C. B.
;
Jin, Sainan
-
2015
Persistent link: https://www.econbiz.de/10011312319
Saved in:
10
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
(
contributor
);
Sun, Yixiao
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003761525
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