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subject:"Allgemeines Gleichgewicht"
subject:"Internationale Wirtschaft"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~subject:"Schätztheorie"
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Allgemeines Gleichgewicht
Internationale Wirtschaft
Schätztheorie
Theorie
551
Theory
551
Time series analysis
183
Zeitreihenanalyse
183
Stochastic process
89
Stochastischer Prozess
89
Estimation theory
88
Einheitswurzeltest
63
Unit root test
63
Volatility
62
Volatilität
62
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50
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49
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43
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Ökonometrie
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Econometrics
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Statistical test
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Statistischer Test
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29
Statistical theory
25
Statistische Methodenlehre
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McAleer, Michael
Phillips, Peter C. B.
Böhringer, Christoph
68
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Whalley, John
57
Rutherford, Thomas F.
54
Helpman, Elhanan
53
Goulder, Lawrence H.
51
Fullerton, Don
50
Gersbach, Hans
50
Gouriéroux, Christian
50
Grossman, Gene M.
50
Fehr, Hans
48
Heckman, James J.
47
Andrews, Donald W. K.
44
Robinson, Sherman
43
Franses, Philip Hans
42
Newey, Whitney K.
42
Egger, Peter
41
Giles, David E. A.
36
Conrad, Klaus
35
Geanakoplos, John
35
Imbens, Guido
35
Swanson, Norman R.
35
Egger, Hartmut
34
Herings, Peter Jean-Jacques
34
Marjit, Sugata
34
Roson, Roberto
34
Baltagi, Badi H.
31
Diebold, Francis X.
30
Dixon, Peter B.
30
Gottardi, Piero
30
Haller, Hans
30
Li, Qi
30
Löschel, Andreas
30
Robinson, Peter M.
30
Drèze, Jacques H.
29
Horowitz, Joel
29
Kohler, Wilhelm
29
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Shakai-Keizai-Kenkyūsho <Osaka>
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9
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6
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6
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5
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5
Oxford bulletin of economics and statistics
4
The review of economic studies
4
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3
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1
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1
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1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The economic record : er
1
The review of financial studies
1
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ECONIS (ZBW)
88
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1
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
2
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
3
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
4
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
5
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
6
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468433
Saved in:
7
Long run variance estimation using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001794759
Saved in:
8
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001794764
Saved in:
9
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001798686
Saved in:
10
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001873256
Saved in:
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