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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Phillips, Peter C. B."
~subject:"Systematischer Fehler"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Systematischer Fehler
Estimation theory
90
Schätztheorie
90
Theorie
29
Theory
29
Time series analysis
28
Zeitreihenanalyse
28
Regression analysis
20
Regressionsanalyse
20
Kointegration
14
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Einheitswurzeltest
10
Unit root test
10
Estimation
8
Panel
8
Panel study
8
Schätzung
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Statistical distribution
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Statistische Verteilung
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Autokorrelation
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Endogeneity
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Prognoseverfahren
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Statistical inference
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Stochastic process
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Stochastischer Prozess
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Heteroscedasticity
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Heteroskedastizität
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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
Wagner, Martin
8
Johansen, Søren
7
Weidner, Martin
7
Boswijk, Herman Peter
6
Fernández-Val, Iván
6
Kurita, Takamitsu
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Hsiao, Cheng
5
Nielsen, Morten Ørregaard
5
Wang, Qiying
5
Yang, Zhenlin
5
Bun, Maurice J. G.
4
Cavaliere, Giuseppe
4
Demetrescu, Matei
4
Dhaene, Geert
4
Jochmans, Koen
4
Kejriwal, Mohitosh
4
Kumar, Dilip
4
Lütkepohl, Helmut
4
Maheswaran, S.
4
Rahbek, Anders
4
Tang, Chor Foon
4
Taylor, Robert
4
Tu, Yundong
4
Varneskov, Rasmus Tangsgaard
4
Anderson, Richard G.
3
Carrion i Silvestre, Josep Lluís
3
Doornik, Jurgen A.
3
Franchi, Massimo
3
Galvão Júnior, Antônio Fialho
3
Gao, Jiti
3
Hirukawa, Masayuki
3
Hoffman, Dennis L.
3
Hualde, Javier
3
Iglesias, Emma M.
3
Juodis, Artūras
3
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Journal of econometrics
7
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
Economics letters
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Oxford bulletin of economics and statistics
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The econometrics journal
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The review of financial studies
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ECONIS (ZBW)
18
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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
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:
5
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:
6
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:
7
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:
8
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
9
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:
10
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
Saved in:
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