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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Phillips, Peter C. B."
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Stochastic process
Estimation theory
90
Schätztheorie
90
Theorie
29
Theory
29
Time series analysis
28
Zeitreihenanalyse
28
Regression analysis
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Regressionsanalyse
20
Kointegration
14
Nichtparametrisches Verfahren
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Nonparametric statistics
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Estimation
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Collection of articles written by one author
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Phillips, Peter C. B.
Paruolo, Paolo
9
Ramírez, Miguel D.
8
Tauchen, George Eugene
8
Todorov, Viktor
8
Wagner, Martin
8
Johansen, Søren
7
Boswijk, Herman Peter
6
Chambers, Marcus J.
6
Kurita, Takamitsu
6
Tsionas, Efthymios G.
6
Wang, Qiying
6
Bohn Nielsen, Heino
5
Cavaliere, Giuseppe
5
Gao, Jiti
5
Kristensen, Dennis
5
Li, Jia
5
Nielsen, Morten Ørregaard
5
Park, Joon Y.
5
Rahbek, Anders
5
Taylor, Robert
5
Chan, Ngai Hang
4
Fu, Michael
4
Hurn, Stan
4
Kejriwal, Mohitosh
4
Kim, Donggyu
4
Ling, Shiqing
4
Lucas, André
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Perron, Pierre
4
Tang, Chor Foon
4
Tu, Yundong
4
Varneskov, Rasmus Tangsgaard
4
Wang, Bin
4
Wang, Yazhen
4
Zakoïan, Jean-Michel
4
Zhang, Zhimin
4
Zhu, Ke
4
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3
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Journal of econometrics
8
Econometric theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
1
The econometrics journal
1
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ECONIS (ZBW)
18
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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
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
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
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:
9
Testing linearity using power transforms of regressors
Baek, Yae In
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
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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