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subject:"Germany"
subject:"Schätztheorie"
~person:"Phillips, Peter C. B."
~subject:"CAPM"
~subject:"United States"
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Germany
Schätztheorie
CAPM
United States
Theorie
337
Theory
337
Time series analysis
125
Zeitreihenanalyse
125
Stochastic process
59
Stochastischer Prozess
59
Einheitswurzeltest
57
Unit root test
57
Estimation theory
53
Regression analysis
46
Regressionsanalyse
46
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Autocorrelation
29
Autokorrelation
29
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28
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Language
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English
65
Author
All
Phillips, Peter C. B.
Härdle, Wolfgang
113
Pesaran, M. Hashem
97
Heckman, James J.
93
Fabozzi, Frank J.
81
Gouriéroux, Christian
74
Bruhn, Manfred
72
Campbell, John Y.
69
Diebold, Francis X.
67
Acemoglu, Daron
62
Stambaugh, Robert F.
61
Mankiw, Nicholas Gregory
58
Christiano, Lawrence J.
54
Franses, Philip Hans
54
Caporale, Guglielmo Maria
53
Meffert, Heribert
53
Cochrane, John H.
52
Bekaert, Geert
50
Bauer, Hans H.
49
McAleer, Michael
49
Stock, James H.
49
Andrews, Donald W. K.
46
Swanson, Norman R.
46
Engle, Robert F.
45
Hall, Robert Ernest
45
Jarrow, Robert A.
45
Newey, Whitney K.
45
Dustmann, Christian
44
Glaeser, Edward L.
44
Albach, Horst
43
Bollerslev, Tim
43
Ferson, Wayne E.
43
Hautsch, Nikolaus
43
Imbens, Guido
42
Lo, Andrew W.
42
Mishkin, Frederic S.
42
Ahlert, Dieter
41
Eichenbaum, Martin S.
40
Hansen, Lars Peter
40
Lütkepohl, Helmut
40
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Cowles Foundation discussion paper
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of econometrics
6
Econometric theory
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Discussion paper / Centre for Economic Policy Research
1
Handbook of econometrics ; Vol. 1
1
Journal of empirical finance
1
Journal of international money and finance
1
Papers in honor of Patrick C. McMahon
1
Research in economics : an international review of economics
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The econometrics journal
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ECONIS (ZBW)
65
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1
Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.
;
Shi, Shuping
-
2018
Persistent link: https://www.econbiz.de/10011948773
Saved in:
2
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
3
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
4
Meritocracy voting : measuring the unmeasurable
Phillips, Peter C. B.
-
2011
Persistent link: https://www.econbiz.de/10009376972
Saved in:
5
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
6
Modeling speculative bubbles with diverse investor expectations
Phillips, Peter C. B.
- In:
Research in economics : an international review of economics
70
(
2016
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10011631179
Saved in:
7
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
8
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
9
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
10
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
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