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
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
How to estimate autoregressive...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
411
Theory
411
Estimation theory
378
Schätztheorie
378
Zeitreihenanalyse
282
Time series analysis
280
Regression analysis
194
Regressionsanalyse
194
Unit root test
128
Panel
126
Panel study
126
Einheitswurzeltest
124
Nichtparametrisches Verfahren
94
Nonparametric statistics
94
Cointegration
93
Statistical test
93
Statistischer Test
93
Kointegration
88
Estimation
84
Schätzung
84
Stochastic process
78
Stochastischer Prozess
78
Autocorrelation
63
Autokorrelation
63
Ökonometrie
51
Econometrics
50
Forecasting model
50
Prognoseverfahren
50
Induktive Statistik
42
Statistical inference
42
Bubbles
41
Spekulationsblase
41
USA
40
United States
40
Nonlinear regression
37
Nichtlineare Regression
36
Bias
35
Statistical distribution
32
Statistische Verteilung
32
Heteroscedasticity
31
more ...
less ...
Online availability
All
Free
659
Undetermined
274
Type of publication
All
Book / Working Paper
793
Article
710
Type of publication (narrower categories)
All
Article in journal
402
Aufsatz in Zeitschrift
402
Working Paper
313
Arbeitspapier
300
Graue Literatur
298
Non-commercial literature
298
Festschrift
19
Aufsatz im Buch
16
Book section
16
Collection of articles of several authors
12
Sammelwerk
12
Article
7
Aufsatzsammlung
5
Conference paper
4
Konferenzbeitrag
4
Konferenzschrift
4
Interview
3
Bibliografie enthalten
2
Bibliography included
2
Biografie
2
Biography
2
Conference proceedings
2
Bibliografie
1
No longer published / No longer aquired
1
Systematic review
1
research-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,137
Undetermined
365
Spanish
1
Author
All
Phillips, Peter C. B.
962
Xiao, Zhijie
258
Moon, Hyungsik Roger
212
Yu, Jun
110
Schorfheide, Frank
57
Sul, Donggyu
45
Jin, Sainan
40
Phillips, P. C. B.
40
Shi, Shuping
40
Han, Chirok
38
Perron, Benoit
38
Lieberman, Offer
33
Phillips, Peter C.B.
32
Weidner, Martin
32
Linton, Oliver
31
Su, Liangjun
30
Sun, Yixiao
29
Wang, Qiying
29
Gao, Jiti
27
Juhl, Ted
27
Koenker, Roger
26
Cho, Jin Seo
25
Magdalinos, Tassos
23
Moon, Hyoungeun
21
Lima, Luiz Renato
20
Park, Joon Y.
20
Giraitis, Liudas
19
Liu, Laura
19
Granziera, Eleonora
18
Hahn, Jinyong
17
Kasparis, Ioannis
17
Li, Degui
15
Moon, Hyungsik R.
15
Shi, Shu-Ping
15
Shum, Matthew
15
Ploberger, Werner
14
Han, Heesup
13
Chang, Yoosoon
12
Chen, Xiaohong
12
Shi, Zhentao
12
more ...
less ...
Institution
All
Cowles Foundation for Research in Economics, Yale University
32
School of Economics, Singapore Management University
13
East Asian Bureau of Economic Research (EABER)
7
Econometric Society
7
Centre for Microdata Methods and Practice (CEMMAP)
6
Department of Economics, Boston College
6
Institute of Economic Policy Research (IEPR), University of Southern California
6
National Bureau of Economic Research
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
4
C.E.P.R. Discussion Papers
3
Department of Economics, University of California-Santa Barbara (UCSB)
3
Département de Sciences Économiques, Université de Montréal
3
London School of Economics (LSE)
3
Cowles Foundation Conference on Econometrics: A Celebration of Peter Phillips's 40 Years at Yale <2018, New Haven, Conn.>
2
Department of Econometrics and Business Statistics, Monash Business School
2
HAL
2
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
2
Institute for Economic Research, Division of Economics
2
Institute of Economic Research, Korea University
2
London School of Economics and Political Science
2
National Bureau of Economic Research (NBER)
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
University of Cyprus Department of Economics
2
University of Milan and Econpubblica
2
Yale University <New Haven, Conn.> / Department of Economics
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
College of Business, University of Illinois at Urbana-Champaign
1
Department of Economics, University of California-San Diego (UCSD)
1
Department of Economics, University of Kansas
1
European Central Bank
1
Federal Reserve Bank of Philadelphia
1
Institute of Economic Research, Hitotsubashi University
1
International Conferences on Panel Data
1
Lusk Center for Real Estate, Marshall School of Business
1
New Zealand Econometric Study Group
1
School of Economics, University of Adelaide
1
School of Management, Yale University
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
253
Cowles Foundation Discussion Paper
126
Journal of econometrics
120
Econometric theory
108
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Journal of Econometrics
41
Econometric Theory
36
Cowles Foundation Discussion Papers
32
Econometric reviews
26
The econometrics journal
24
Economics letters
19
Econometrica
16
Working Papers / School of Economics, Singapore Management University
13
Econometrics Journal
12
USC-INET Research Paper
12
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
12
New Zealand economic papers
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
International economic review
10
Journal of applied econometrics
10
cemmap working paper
10
Economics Letters
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of the American Statistical Association : JASA
8
Boston College working papers in economics
7
Journal of Time Series Analysis
7
Boston College Working Papers in Economics
6
CeMMAP working papers
6
Cowles Foundation paper
6
IEPR Working Papers
6
International journal of hospitality management
6
Journal of Business & Economic Statistics
6
Journal of travel and tourism marketing
6
NBER Working Paper
6
NBER working paper series
6
Oxford bulletin of economics and statistics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Working paper / National Bureau of Economic Research, Inc.
6
Econometric Reviews
5
Ensaios econômicos
5
more ...
less ...
Source
All
ECONIS (ZBW)
1,088
RePEc
295
OLC EcoSci
84
EconStor
20
Other ZBW resources
13
USB Cologne (business full texts)
2
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
11
-
20
of
1,503
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001440481
Saved in:
12
GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001516078
Saved in:
13
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
-
1997
Persistent link: https://www.econbiz.de/10000966051
Saved in:
14
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
5
,
pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853
Saved in:
15
GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
-
2003
Persistent link: https://www.econbiz.de/10001735075
Saved in:
16
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
17
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
18
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
19
Recent Advances in nonstationary time series : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009671554
Saved in:
20
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
