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isPartOf:"SFB 649 discussion paper"
subject:"Time series analysis"
~isPartOf:"Cowles Foundation discussion paper"
~subject:"Statistical test"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Statistical test
Theorie
Estimation theory
299
Schätztheorie
299
Theory
75
Nichtparametrisches Verfahren
67
Nonparametric statistics
67
Zeitreihenanalyse
66
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Phillips, Peter C. B.
48
Andrews, Donald W. K.
20
Härdle, Wolfgang
17
Chen, Xiaohong
8
Bibinger, Markus
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Reiß, Markus
7
Schienle, Melanie
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Spokojnyj, Vladimir G.
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Sun, Yixiao
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Breunig, Christoph
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Mammen, Enno
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Sul, Donggyu
4
Yu, Jun
4
Hautsch, Nikolaus
3
Lieberman, Offer
3
Linton, Oliver
3
Lütkepohl, Helmut
3
Shimotsu, Katsumi
3
Söhl, Jakob
3
Wang, Weining
3
Yang, Lijian
3
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2
Chao, John C.
2
Chen, Haiqiang
2
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2
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2
Kolesár, Michal
2
Mandelbrot, Benoît B.
2
Nickl, Richard
2
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SFB 649 discussion paper
Cowles Foundation discussion paper
Journal of econometrics
745
Economics letters
494
Econometric theory
414
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
317
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
251
Econometric reviews
244
Discussion paper / Tinbergen Institute
166
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
Journal of applied econometrics
147
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
125
Oxford bulletin of economics and statistics
117
Working paper / National Bureau of Economic Research, Inc.
101
Discussion paper / Center for Economic Research, Tilburg University
97
The econometrics journal
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
CORE discussion paper : DP
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
International journal of forecasting
81
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Applied economics
80
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79
Statistical papers
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CEMMAP working papers / Centre for Microdata Methods and Practice
78
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
78
CREATES research paper
72
The review of economic studies
67
Working paper series
67
Technical working paper / National Bureau of Economic Research
66
Applied economics letters
65
Discussion paper series / IZA
61
Econometrics : open access journal
61
International economic review
60
Annales d'économie et de statistique
58
Metrika : international journal for theoretical and applied statistics
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
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55
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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
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
4
Foundations of demand estimation
Berry, Steven
;
Haile, Philip A.
-
2021
Persistent link: https://www.econbiz.de/10012629945
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
6
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
7
Adaptive, rate-optimal testing in instrumental variables models
Breunig, Christoph
;
Chen, Xiaohong
-
2020
-
Revised June 16, 2020
Persistent link: https://www.econbiz.de/10012320549
Saved in:
8
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:
9
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:
10
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
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