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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Cowles Foundation discussion paper"
~subject:"Estimation"
~subject:"Nonparametric statistics"
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Search: subject_exact:"Estimation theory"
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Estimation theory
Share price
Estimation
Nonparametric statistics
Schätztheorie
332
Theorie
114
Theory
114
Time series analysis
53
Zeitreihenanalyse
53
Regression analysis
44
Regressionsanalyse
44
Nichtparametrisches Verfahren
42
Statistical test
34
Statistischer Test
34
Method of moments
21
Momentenmethode
21
Induktive Statistik
17
Statistical inference
17
Statistical theory
16
Statistische Methodenlehre
16
Bootstrap approach
15
Bootstrap-Verfahren
15
Autocorrelation
14
Autokorrelation
14
Cointegration
14
Kointegration
14
Schätzung
14
IV-Schätzung
12
Instrumental variables
12
Stochastic process
12
Stochastischer Prozess
12
Statistical distribution
11
Statistische Verteilung
11
Bias
10
Einheitswurzeltest
10
Heteroscedasticity
10
Heteroskedastizität
10
Systematischer Fehler
10
Unit root test
10
Panel
9
Panel study
9
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Free
167
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Book / Working Paper
332
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Arbeitspapier
289
Working Paper
289
Graue Literatur
252
Non-commercial literature
252
Forschungsbericht
6
Language
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English
332
Author
All
Phillips, Peter C. B.
101
Andrews, Donald W. K.
39
Härdle, Wolfgang
24
Chen, Xiaohong
18
Simar, Léopold
13
Bauwens, Luc
11
Guggenberger, Patrik
10
Park, Byeong U.
10
Armstrong, Timothy B.
8
Otsu, Taisuke
7
Sun, Yixiao
7
Cybakov, Aleksandr B.
6
Nesterov, Jurij Evgenʹevič
6
Cheng, Xu
5
Hall, Peter
5
Ploberger, Werner
5
Yu, Jun
5
Broze, Laurence
4
Cho, Jin Seo
4
Deprins, Dominique
4
Fair, Ray C.
4
Gao, Jiti
4
Giot, Pierre
4
Hajivassiliou, Vassilis Argyrou
4
Jin, Sainan
4
Lieberman, Offer
4
Marron, James Stephen
4
Mouchart, Michel
4
Pouzo, Demian
4
Shimotsu, Katsumi
4
Sul, Donggyu
4
Wang, Qiying
4
Wang, Ying
4
Chernozhukov, Victor
3
Dufour, Jean-Marie
3
Giraitis, Liudas
3
Grund, Birgit
3
Hafner, Christian M.
3
Han, Chirok
3
Kheifets, Igor
3
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Katholieke Universiteit Leuven
1
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CORE discussion paper : DP
Cowles Foundation discussion paper
Journal of econometrics
1,638
Economics letters
970
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
437
CEMMAP working papers / Centre for Microdata Methods and Practice
363
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
316
Discussion paper / Tinbergen Institute
304
NBER working paper series
295
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Working paper / National Bureau of Economic Research, Inc.
221
Journal of applied econometrics
219
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
197
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
192
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
184
European journal of operational research : EJOR
181
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Discussion paper
167
Working paper / Department of Econometrics and Business Statistics, Monash University
162
International journal of forecasting
150
The review of economics and statistics
150
Econometrics : open access journal
146
Working paper
141
CREATES research paper
137
Economic modelling
136
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
123
Working paper series
121
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
119
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ECONIS (ZBW)
332
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1
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:
2
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:
3
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
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
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:
7
Foundations of demand estimation
Berry, Steven
;
Haile, Philip A.
-
2021
Persistent link: https://www.econbiz.de/10012629945
Saved in:
8
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
9
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:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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