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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
362
Schätztheorie
362
Time series analysis
101
Theorie
90
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90
Regression analysis
50
Regressionsanalyse
50
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42
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Phillips, Peter C. B.
28
Stock, James H.
5
Chen, Xiaohong
4
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Asai, Manabu
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2
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2
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2
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2
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2
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2
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2
Xiao, Zhijie
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1
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1
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Cowles Foundation discussion paper
Journal of time series econometrics
Technical working paper / National Bureau of Economic Research
Journal of econometrics
309
Econometric theory
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
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Discussion paper / Tinbergen Institute
98
Econometric reviews
87
International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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36
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1
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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2
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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3
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
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4
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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5
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
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6
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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7
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:
8
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:
9
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:
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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