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subject:"Kointegration"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Phillips, Peter C. B."
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Kointegration
Time series analysis
Theorie
32
Theory
32
Zeitreihenanalyse
17
Estimation theory
9
Schätztheorie
9
Cointegration
6
Regression analysis
5
Regressionsanalyse
5
Econometrics
4
Stochastic process
4
Stochastischer Prozess
4
Ökonometrie
4
Autocorrelation
3
Autokorrelation
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Einheitswurzeltest
3
Method of moments
3
Momentenmethode
3
Nichtparametrisches Verfahren
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Nonparametric statistics
3
Panel
3
Panel study
3
Probability theory
3
Statistical theory
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Statistische Methodenlehre
3
Unit root test
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Wahrscheinlichkeitsrechnung
3
Forecasting model
2
IV-Schätzung
2
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2
Lag model
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Nichtlineare Regression
2
Nonlinear regression
2
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2
dynamic panel
2
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1
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1
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English
20
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Phillips, Peter C. B.
Johansen, Søren
6
Spanos, Aris
6
Taylor, Robert
6
White, Halbert
5
Andreou, Elena
4
Franses, Philip Hans
4
Kilian, Lutz
4
Park, Joon Y.
4
Robinson, Peter M.
4
Andrews, Donald W. K.
3
Bai, Jushan
3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Engle, Robert F.
3
Granger, C. W. J.
3
Hong, Yongmiao
3
Maasoumi, Esfandiar
3
Maddala, Gangadharrao S.
3
Moon, Hyungsik Roger
3
Nelson, Daniel B.
3
Ng, Serena
3
Ploberger, Werner
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Saikkonen, Pentti
3
Stock, James H.
3
Abadir, Karim Maher
2
Ashley, Richard A.
2
Audrino, Francesco
2
Baltagi, Badi H.
2
Bierens, Herman J.
2
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2
Chu, Chia-shang James
2
Dufour, Jean-Marie
2
Faust, Jon
2
Gospodinov, Nikolaj
2
Harvey, David I.
2
He, Changli
2
Hendry, David F.
2
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Econometric reviews
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Cowles Foundation discussion paper
49
Journal of econometrics
19
Cowles Foundation Discussion Paper
16
Econometric theory
14
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Discussion papers / Department of Economics, University of California San Diego
2
Journal of empirical finance
2
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of quantitative economics
1
New Zealand economic papers
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Oxford bulletin of economics and statistics
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Special issue on new developments in time series econometrics
1
The econometrics journal
1
The review of economic studies
1
Time series analysis : in memory of E. J. Hannan
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
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1
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
2
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
3
Structural nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1901-1948
Persistent link: https://www.econbiz.de/10003943451
Saved in:
4
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
5
Empirical limits for time series econometric models
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 627-673
Persistent link: https://www.econbiz.de/10001750434
Saved in:
6
Band spectral regression with trending data
Corbae, Dean
;
Ouliaris, Sam
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1067-1109
Persistent link: https://www.econbiz.de/10001688017
Saved in:
7
Nonlinear regressions with integrated time series
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10001545098
Saved in:
8
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometric reviews
19
(
2000
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
Saved in:
9
Nonstationary binary choice
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
Saved in:
10
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
5
,
pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853
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