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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Demetrescu, Matei"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Estimation theory
104
Schätztheorie
104
Time series analysis
35
Zeitreihenanalyse
35
Theorie
29
Theory
29
Regression analysis
25
Regressionsanalyse
25
Kointegration
17
Statistical test
14
Statistischer Test
14
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13
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Collection of articles written by one author
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17
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Demetrescu, Matei
Phillips, Peter C. B.
Paruolo, Paolo
9
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
7
Boswijk, Herman Peter
6
Kurita, Takamitsu
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Wang, Qiying
5
Cavaliere, Giuseppe
4
Lütkepohl, Helmut
4
Nielsen, Morten Ørregaard
4
Rahbek, Anders
4
Tang, Chor Foon
4
Taylor, Robert
4
Tu, Yundong
4
Anderson, Richard G.
3
Carrion i Silvestre, Josep Lluís
3
Doornik, Jurgen A.
3
Franchi, Massimo
3
Gao, Jiti
3
Hoffman, Dennis L.
3
Hsiao, Cheng
3
Hualde, Javier
3
Kejriwal, Mohitosh
3
Lee, Hyejin
3
Liang, Zhongwen
3
Maki, Daiki
3
Moosa, Imad A.
3
Mosconi, Rocco
3
Neto, David
3
Nielsen, Bent
3
Perron, Pierre
3
Rasche, Robert H.
3
Schweikert, Karsten
3
Seong, Byeongchan
3
Łasak, Katarzyna
3
Ahmed, Rizwan Raheem
2
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Journal of econometrics
6
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economics letters
1
Journal of time series econometrics
1
Oxford bulletin of economics and statistics
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The econometrics journal
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ECONIS (ZBW)
17
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1
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
2
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
3
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
4
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
5
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
Saved in:
6
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
7
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
8
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
9
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
10
Automated estimation of vector error correction models
Liao, Zhipeng
;
Phillips, Peter C. B.
- In:
Econometric theory
31
(
2015
)
3
,
pp. 581-646
Persistent link: https://www.econbiz.de/10011290884
Saved in:
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