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subject:"Estimation theory"
subject:"Nichtparametrisches Verfahren"
~person:"Phillips, Peter C. B."
~person:"Robinson, Peter M."
~subject:"Schätztheorie"
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Estimation theory
Nichtparametrisches Verfahren
Schätztheorie
Time series analysis
119
Zeitreihenanalyse
119
Regression analysis
96
Regressionsanalyse
96
Theorie
83
Theory
83
Nonparametric statistics
52
Cointegration
47
Kointegration
47
Statistical test
44
Statistischer Test
44
Autocorrelation
35
Autokorrelation
35
Panel
32
Panel study
32
Einheitswurzeltest
26
Unit root test
26
Heteroscedasticity
25
Heteroskedastizität
25
Estimation
20
Statistical distribution
20
Statistische Verteilung
20
Schätzung
19
Stochastic process
18
Stochastischer Prozess
18
Bias
17
Correlation
17
Korrelation
17
Systematischer Fehler
17
Induktive Statistik
16
Statistical inference
16
Nichtlineare Regression
15
Nonlinear regression
15
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
Statistical theory
12
Statistische Methodenlehre
12
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Free
180
Undetermined
38
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Book / Working Paper
243
Article
135
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Article in journal
129
Aufsatz in Zeitschrift
129
Arbeitspapier
119
Working Paper
119
Graue Literatur
116
Non-commercial literature
116
Aufsatz im Buch
6
Book section
6
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2
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English
378
Author
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Phillips, Peter C. B.
Robinson, Peter M.
Pesaran, M. Hashem
184
Gao, Jiti
162
Härdle, Wolfgang
144
Linton, Oliver
141
Andrews, Donald W. K.
136
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
Sun, Yixiao
65
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London School of Economics and Political Science
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
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Cowles Foundation discussion paper
101
Journal of econometrics
49
Cowles Foundation Discussion Paper
44
Econometric theory
25
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Econometrics papers
12
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
The econometrics journal
6
The review of economic studies
5
Cowles Foundation paper
4
Oxford bulletin of economics and statistics
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working paper
3
Econometric reviews
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
LSE STICERD Research Paper
2
Annals of economics and statistics
1
Conference papers / Royal Economic Society : selected papers from the annual conference of the Royal Economic Society
1
Cowles Foundation Discussion Paper 1768
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper series / LSE Financial Markets Group
1
Discussion paper series / University of Essex, Department of Economics
1
Essays in honor of Cheng Hsiao
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBER Working Paper
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Revista de econometria
1
Revista española de economía
1
Robust inference
1
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ECONIS (ZBW)
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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
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
5
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
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/10013326614
Saved in:
7
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:
8
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
9
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:
10
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
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