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subject:"Bias"
subject:"Regression analysis"
~person:"Phillips, Peter C. B."
~subject:"ARCH model"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Bias
Regression analysis
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Estimation theory
298
Schätztheorie
298
Zeitreihenanalyse
96
Regressionsanalyse
86
Theorie
53
Theory
53
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43
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43
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178
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Phillips, Peter C. B.
Gao, Jiti
103
Härdle, Wolfgang
65
Linton, Oliver
60
Koopman, Siem Jan
55
Johansen, Søren
47
Dette, Holger
46
Pesaran, M. Hashem
46
Teräsvirta, Timo
46
Kapetanios, George
45
Franses, Philip Hans
44
Lütkepohl, Helmut
42
Li, Degui
41
Nielsen, Morten Ørregaard
40
Swanson, Norman R.
40
Croux, Christophe
39
Cai, Zongwu
37
Xiao, Zhijie
37
Engle, Robert F.
34
Robinson, Peter M.
34
Stock, James H.
34
Weidner, Martin
34
Koop, Gary
33
Chernozhukov, Victor
32
Su, Liangjun
32
Zakoïan, Jean-Michel
32
Francq, Christian
31
Harvey, Andrew C.
31
Otsu, Taisuke
31
Perron, Pierre
31
Sun, Yixiao
31
McAleer, Michael
30
Newey, Whitney K.
29
Nielsen, Bent
29
Watson, Mark W.
29
Sibbertsen, Philipp
28
Taylor, Robert
28
Chen, Xiaohong
27
Rahbek, Anders
27
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26
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Cowles Foundation discussion paper
58
Cowles Foundation Discussion Paper
31
Journal of econometrics
17
Econometric theory
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
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5
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4
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3
Oxford bulletin of economics and statistics
2
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2
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2
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1
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1
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1
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1
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Simplicity, inference and modeling : keeping it sophisticatedly simple
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ECONIS (ZBW)
178
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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
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:
5
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:
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/10013542193
Saved in:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
8
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
Saved in:
9
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
10
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
-
2021
Persistent link: https://www.econbiz.de/10012807797
Saved in:
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