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isPartOf:"SFB 649 discussion paper"
subject:"Time series analysis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of time series econometrics"
~subject:"Cointegration"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Cointegration
Estimation theory
358
Schätztheorie
358
Zeitreihenanalyse
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Theorie
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Theory
75
Nichtparametrisches Verfahren
70
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Phillips, Peter C. B.
35
Bibinger, Markus
5
Chen, Xiaohong
4
Härdle, Wolfgang
4
Reiß, Markus
4
Andrews, Donald W. K.
3
Lütkepohl, Helmut
3
Spokojnyj, Vladimir G.
3
Wang, Qiying
3
Yu, Jun
3
Arvanitis, Stelios
2
Asai, Manabu
2
Breunig, Christoph
2
Chen, Haiqiang
2
Dalla, Violetta
2
Gao, Jiti
2
Kappus, Johanna
2
Kheifets, Igor
2
Kurozumi, Eiji
2
Liao, Zhipeng
2
Lieberman, Offer
2
Milunovich, George
2
Okhrin, Ostap
2
Peiris, Shelton
2
Ploberger, Werner
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Staszewska-Bystrova, Anna
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Wang, Ying
2
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Winker, Peter
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Xiao, Zhijie
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1
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1
Allen, David E.
1
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1
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1
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1
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1
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SFB 649 discussion paper
Cowles Foundation discussion paper
Journal of time series econometrics
Journal of econometrics
337
Econometric theory
172
Economics letters
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Discussion paper / Tinbergen Institute
106
Econometric reviews
99
CREATES research paper
68
Working paper / Department of Econometrics and Business Statistics, Monash University
66
International journal of forecasting
64
Applied economics letters
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of forecasting
55
Econometrics : open access journal
53
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
The econometrics journal
43
Economic modelling
42
Applied economics
41
NBER Working Paper
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
EUI working paper / ECO
35
Journal of the American Statistical Association : JASA
35
Journal of applied econometrics
33
Computational economics
31
Oxford bulletin of economics and statistics
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
LSE STICERD Research Paper
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NBER working paper series
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25
Cowles Foundation Discussion Paper
24
Discussion paper / Department of Economics, University of California San Diego
24
Journal of empirical finance
24
Working paper
24
Discussion paper / Center for Economic Research, Tilburg University
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Technical working paper / National Bureau of Economic Research
22
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1
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
2
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
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3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
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4
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
5
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
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6
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
7
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
8
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
9
Improving the estimation and predictions of small time series models
Liu-Evans, Gareth
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014288356
Saved in:
10
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
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