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subject:"Estimation theory"
subject:"Share price"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~subject:"Statistical test"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Estimation theory
Share price
Statistical test
Schätztheorie
150
Theorie
38
Theory
38
Regression analysis
35
Regressionsanalyse
35
Time series analysis
32
Zeitreihenanalyse
32
Statistischer Test
24
Autocorrelation
16
Autokorrelation
16
Heteroscedasticity
14
Heteroskedastizität
14
Cointegration
12
Kointegration
12
Statistical distribution
11
Statistische Verteilung
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Panel
10
Panel study
10
Statistical theory
9
Statistische Methodenlehre
9
Stochastic process
9
Stochastischer Prozess
9
Bias
7
Correlation
7
Korrelation
7
Systematischer Fehler
7
Estimation
6
Nichtlineare Regression
6
Nonlinear regression
6
Schätzung
6
Core
5
Einheitswurzeltest
5
Endogeneity
5
Forecasting model
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
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Free
99
Type of publication
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Book / Working Paper
150
Type of publication (narrower categories)
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Arbeitspapier
Working Paper
150
Article in journal
126
Aufsatz in Zeitschrift
126
Graue Literatur
122
Non-commercial literature
122
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
2
Konferenzschrift
2
Aufsatzsammlung
1
Bibliografie
1
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1
Festschrift
1
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1
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1
Mehrbändiges Werk
1
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1
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Language
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English
150
Author
All
McAleer, Michael
Phillips, Peter C. B.
Härdle, Wolfgang
114
Pesaran, M. Hashem
77
Gao, Jiti
74
Chernozhukov, Victor
65
Dette, Holger
63
Imbens, Guido
59
Linton, Oliver
58
Newey, Whitney K.
48
Gouriéroux, Christian
45
Lütkepohl, Helmut
43
Kapetanios, George
42
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
Swanson, Norman R.
36
Johansen, Søren
34
Scaillet, Olivier
34
Weidner, Martin
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Simar, Léopold
31
Cai, Zongwu
30
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Kilian, Lutz
29
Smith, Richard J.
29
Andrews, Donald W. K.
28
Kitagawa, Toru
28
Kiviet, J. F.
28
Lucas, André
28
Croux, Christophe
27
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Institution
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Australian National University / Faculty of Economics
1
University of Western Australia / Department of Economics
1
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Cowles Foundation discussion paper
80
Working papers in economics and econometrics
20
Discussion paper / Tinbergen Institute
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Working papers in quantitative economics and econometrics
7
Discussion paper / Center for Economic Research, Tilburg University
4
Econometric Institute research papers
4
Working paper
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Discussion paper / Institute of Social and Economic Research
3
Discussion papers / Institute of Social and Economic Research
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
DAE working paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
TRACE discussion papers / Tinbergen Institute
1
Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
1
Working papers in economics
1
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ECONIS (ZBW)
150
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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
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:
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
Saved in:
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