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person:"Phillips, Garry D. A."
subject:"Monte Carlo simulation"
~isPartOf:"Essays in honor of Joon Y. Park : econometric theory"
~person:"Sun, Yixiao"
~subject:"Estimation theory"
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Monte Carlo simulation
Estimation theory
F-distribution
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Schätztheorie
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fixed-smoothing asymptotics
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heteroscedasticityand autocorrelation
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series long-run variance estimator
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Phillips, Garry D. A.
Sun, Yixiao
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Essays in honor of Joon Y. Park : econometric theory
Journal of econometrics
12
Cowles Foundation discussion paper
7
Economics letters
6
Discussion papers in economics
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Econometric theory
5
Recent work / Department of Economics, UC San Diego
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Discussion paper / Tinbergen Institute
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Recent work / Department of Economics, UCSD
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Cardiff economics working papers
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Discussion paper / Department of Economics, University of California San Diego
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The econometrics journal
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Cowles Foundation Discussion Paper
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Bulletin of economic research
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion papers / Department of Economics, University of California San Diego
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Dresdner Beiträge zu quantitativen Verfahren
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Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of Peter C. B. Phillips
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Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of time series econometrics
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Oxford bulletin of economics and statistics
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Testing integration and cointegration
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The journal of asset management : a major new, international quarterly journal for the financial community
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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Working paper series / Department of Economics, University of Missouri-Columbia
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Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
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