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subject:"Schätztheorie"
~person:"Jasiak, Joann"
~person:"Phillips, Peter C. B."
~subject:"Shock"
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Search: subject_exact:"Theory"
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Subject
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Schätztheorie
Shock
Theorie
375
Theory
375
Time series analysis
136
Zeitreihenanalyse
136
Estimation theory
63
Stochastic process
63
Stochastischer Prozess
63
Einheitswurzeltest
59
Unit root test
59
Regression analysis
47
Regressionsanalyse
47
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Autocorrelation
33
Autokorrelation
33
Cointegration
31
Panel
31
Panel study
31
Kointegration
30
Econometrics
29
Ökonometrie
29
Estimation
26
Schätzung
26
Statistical test
22
Statistischer Test
22
Method of moments
21
Momentenmethode
21
Modellierung
19
Scientific modelling
19
Volatility
18
Volatilität
18
Bubbles
17
Spekulationsblase
17
Bias
15
Systematischer Fehler
14
Bootstrap approach
13
Bootstrap-Verfahren
13
Nichtlineare Regression
13
Nonlinear regression
13
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Free
13
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Article
33
Book / Working Paper
33
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Article in journal
32
Aufsatz in Zeitschrift
32
Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Amtsdruckschrift
7
Government document
7
Aufsatz im Buch
1
Aufsatzsammlung
1
Bibliografie
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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1
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Language
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English
66
Author
All
Jasiak, Joann
Phillips, Peter C. B.
Härdle, Wolfgang
70
Pesaran, M. Hashem
61
Gouriéroux, Christian
57
Lütkepohl, Helmut
45
Andrews, Donald W. K.
44
Franses, Philip Hans
43
Newey, Whitney K.
42
Christiano, Lawrence J.
41
Devereux, Michael B.
36
McAleer, Michael
36
Giles, David E. A.
35
Imbens, Guido
35
Swanson, Norman R.
35
Andersen, Torben M.
34
Zanetti, Francesco
34
Fève, Patrick
33
Snower, Dennis J.
33
Liu, Zheng
32
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Agénor, Pierre-Richard
28
Baltagi, Badi H.
28
Eichenbaum, Martin S.
28
Lippi, Francesco
28
Schmitt-Grohé, Stephanie
28
Alvarez, Fernando
27
Pagan, Adrian R.
27
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Stahlecker, Peter
26
Acemoglu, Daron
25
Brännäs, Kurt
25
Caballero, Ricardo J.
25
Diebold, Francis X.
25
Fisher, Jonas D. M.
25
Granger, C. W. J.
25
Kohn, Robert
25
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Published in...
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Cowles Foundation discussion paper
15
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
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Econometric theory
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
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
Annales d'économie et de statistique
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Handbook of econometrics ; Vol. 1
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 review of financial studies
1
Working papers in economics
1
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Source
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ECONIS (ZBW)
66
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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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