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isPartOf:"SFB 649 discussion paper"
subject:"Time series analysis"
~isPartOf:"Cowles Foundation discussion paper"
~subject:"Autocorrelation"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Autocorrelation
Estimation theory
256
Schätztheorie
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Theorie
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Theory
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Nichtparametrisches Verfahren
65
Nonparametric statistics
65
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Phillips, Peter C. B.
25
Bibinger, Markus
5
Chen, Xiaohong
4
Härdle, Wolfgang
4
Reiß, Markus
4
Lütkepohl, Helmut
3
Spokojnyj, Vladimir G.
3
Yu, Jun
3
Andrews, Donald W. K.
2
Breunig, Christoph
2
Chen, Haiqiang
2
Dalla, Violetta
2
Gao, Jiti
2
Kappus, Johanna
2
Kheifets, Igor
2
Lieberman, Offer
2
Okhrin, Ostap
2
Rossi, Francesca
2
Staszewska-Bystrova, Anna
2
Sul, Donggyu
2
Sun, Yixiao
2
Winkelmann, Lars
2
Winker, Peter
2
Altmeyer, Randolf
1
Brüggemann, Ralf
1
Calvet, Laurent E.
1
Chen, Wenjuan
1
Choi, Chi-young
1
Christensen, Timothy M.
1
Fan, Zhenhong
1
Fang, Lei
1
Fang, Ying
1
Fisher, Adlai
1
Franke, Jürgen
1
Franke, Jürgen E.
1
Giacomini, Enzo
1
Giraitis, Liudas
1
Giratis, Liudas
1
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1
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SFB 649 discussion paper
Cowles Foundation discussion paper
Discussion paper / Tinbergen Institute
104
CREATES research paper
62
Working paper / Department of Econometrics and Business Statistics, Monash University
62
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Discussion paper / Center for Economic Research, Tilburg University
25
Working paper series
25
Technical working paper / National Bureau of Economic Research
22
Working paper / National Bureau of Economic Research, Inc.
21
CESifo working papers
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Report / Econometric Institute, Erasmus University Rotterdam
19
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Discussion papers of interdisciplinary research project 373
17
EUI working paper / ECO
17
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
Discussion paper
15
Documentos de trabajo / Banco de España, Servicio de Estudios
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
15
Working paper
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CORE discussion paper : DP
14
Discussion papers / Department of Economics, University of Copenhagen
14
Discussion papers in economics
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Queen's Economics Department working paper
13
Série des documents de travail
12
Umeå economic studies
12
Working papers series in theoretical and applied economics
12
Economics discussion papers
11
Discussion paper / Tinbergen Institute / Tinbergen Institute
10
ECARES working paper
10
Working papers
10
Working papers / Rutgers University, Department of Economics
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
8
Finance and economics discussion series
8
KBI
8
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
4
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
5
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
Saved in:
6
Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2020
Persistent link: https://www.econbiz.de/10012322364
Saved in:
7
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2019
Persistent link: https://www.econbiz.de/10012131981
Saved in:
8
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
9
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
10
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
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