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person:"Lesage, James P."
subject:"Prognoseverfahren"
~person:"Audrino, Francesco"
~person:"Phillips, Peter C. B."
~subject:"Schätztheorie"
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Prognoseverfahren
Schätztheorie
Estimation theory
348
Time series analysis
110
Zeitreihenanalyse
110
Regression analysis
92
Regressionsanalyse
92
Theorie
62
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62
Cointegration
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Statistische Verteilung
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USA
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United States
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Induktive Statistik
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Lesage, James P.
Audrino, Francesco
Phillips, Peter C. B.
Pesaran, M. Hashem
184
Gao, Jiti
162
Härdle, Wolfgang
144
Linton, Oliver
141
Andrews, Donald W. K.
136
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
Sun, Yixiao
65
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Cowles Foundation discussion paper
101
Cowles Foundation Discussion Paper
44
Journal of econometrics
32
Econometric theory
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
8
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Working papers on finance
5
Cowles Foundation paper
4
Economics letters
4
The econometrics journal
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Working papers in regional science
4
Econometrics : open access journal
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of geographical systems : geographical information, analysis, theory, and decision
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Oxford bulletin of economics and statistics
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The review of economic studies
3
Working paper
3
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
International regional science review
2
30th anniversary edition
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Annals of economics and statistics
1
Cowles Foundation Discussion Paper 1768
1
Discussion paper / Department of Economics, University of California San Diego
1
Essays in honor of Cheng Hsiao
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
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International journal of forecasting
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New directions in spatial econometrics
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Papers in regional science : the journal of the Regional Science Association International
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Quantitative finance and economics
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Regional science & urban economics
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Simplicity, inference and modeling : keeping it sophisticatedly simple
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Spatial econometric interaction modelling
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Spatial economic analysis : the journal of the Regional Studies Association
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Special issue on new developments in time series econometrics
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ECONIS (ZBW)
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
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:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
4
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
5
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
6
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:
7
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:
8
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:
9
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/10013542193
Saved in:
10
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
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