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subject:"Schätztheorie"
~person:"Giles, David E. A."
~person:"Phillips, Peter C. B."
~subject:"1961-1981"
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Search: subject_exact:"Theory"
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Subject
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Schätztheorie
1961-1981
Theorie
401
Theory
401
Time series analysis
134
Zeitreihenanalyse
134
Estimation theory
88
Einheitswurzeltest
59
Stochastic process
59
Stochastischer Prozess
59
Unit root test
59
Regression analysis
50
Regressionsanalyse
50
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Autocorrelation
30
Autokorrelation
30
Cointegration
30
Econometrics
30
Ökonometrie
30
Kointegration
29
Panel
29
Panel study
29
Statistical test
24
Statistischer Test
24
Estimation
22
Schätzung
22
Method of moments
20
Momentenmethode
20
Modellierung
18
Scientific modelling
18
Bubbles
17
Spekulationsblase
17
Bias
16
Systematischer Fehler
15
Bootstrap approach
13
Bootstrap-Verfahren
13
Neuseeland
13
New Zealand
13
Nichtlineare Regression
13
Nonlinear regression
13
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Free
13
Type of publication
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Article
49
Book / Working Paper
39
Type of publication (narrower categories)
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Article in journal
48
Aufsatz in Zeitschrift
48
Arbeitspapier
37
Graue Literatur
37
Non-commercial literature
37
Working Paper
37
Aufsatz im Buch
1
Aufsatzsammlung
1
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
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1
Collection of articles of several authors
1
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1
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1
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1
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1
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1
Mehrbändiges Werk
1
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1
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1
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1
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1
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1
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Language
All
English
88
Author
All
Giles, David E. A.
Phillips, Peter C. B.
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Kleibergen, Frank
20
Lee, Lung-fei
20
Lütkepohl, Helmut
20
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Published in...
All
Cowles Foundation discussion paper
15
Discussion paper / Department of Economics, University of Canterbury
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Economics letters
8
Journal of econometrics
6
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Econometric theory
5
Oxford bulletin of economics and statistics
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Discussion paper
4
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Econometric reviews
1
Handbook of econometrics ; Vol. 1
1
Journal of economic surveys
1
Special issue on new developments in time series econometrics
1
Statistics : textbooks and monographs
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The journal of international trade & economic development
1
The review of financial studies
1
Working papers in economics
1
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ECONIS (ZBW)
88
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1
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:
2
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:
3
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
4
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:
5
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:
6
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468433
Saved in:
7
Long run variance estimation using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001794759
Saved in:
8
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001794764
Saved in:
9
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001798686
Saved in:
10
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001873256
Saved in:
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