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subject:"Schätzung"
subject:"Theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Phillips, Peter C. B."
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Search: subject_exact:"Estimation theory"
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Schätzung
Theory
Estimation theory
11
Schätztheorie
11
Theorie
9
Time series analysis
4
Zeitreihenanalyse
4
Forecasting model
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
Autocorrelation
1
Autokorrelation
1
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1
Cointegration
1
Consumer price index
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Economy of time
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Einheitswurzeltest
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Equilibrium theory
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Gleichgewichtstheorie
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Kointegration
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Nonparametric statistics
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Panel
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Statistische Methodenlehre
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English
9
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Phillips, Peter C. B.
Andrews, Donald W. K.
18
Gouriéroux, Christian
17
Robert, Christian P.
17
Newey, Whitney K.
13
Zakoïan, Jean-Michel
12
Francq, Christian
11
Guégan, Dominique
10
Imbens, Guido
10
Horowitz, Joel
8
Heckman, James J.
7
Jasiak, Joann
7
Robinson, Peter M.
7
Comte, Fabienne
6
Fermanian, Jean-David
6
Guerre, Emmanuel
6
Matzkin, Rosa L.
6
Monfort, Alain
6
Scaillet, Olivier
6
Smith, Richard J.
6
Stock, James H.
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Dufour, Jean-Marie
5
Engle, Robert F.
5
Hristache, Marian
5
Lewbel, Arthur
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
White, Halbert
5
Aït-Sahalia, Yacine
4
Bai, Jushan
4
Billio, Monica
4
Blundell, Richard W.
4
Bosq, Denis
4
Butucea, Cristina
4
Card, David E.
4
Chernozhukov, Victor
4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
Cowles Foundation discussion paper
19
Journal of econometrics
11
Econometric theory
6
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
Cowles Foundation Discussion Paper
1
Economics letters
1
Handbook of econometrics ; Vol. 1
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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ECONIS (ZBW)
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1
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
Saved in:
2
New tools for understanding spurious regressions
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1299-1325
Persistent link: https://www.econbiz.de/10001252665
Saved in:
3
Econometric model determination
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
Saved in:
4
Fully modified least squares and vector autoregression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1023-1078
Persistent link: https://www.econbiz.de/10001190392
Saved in:
5
Some exact distribution theory for maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 73-93
Persistent link: https://www.econbiz.de/10001169511
Saved in:
6
Optimal inference in cointegrated systems
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 283-306
Persistent link: https://www.econbiz.de/10001101896
Saved in:
7
Error correction and long-run equilibrium in continuous time
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
4
,
pp. 967-980
Persistent link: https://www.econbiz.de/10001108584
Saved in:
8
Asymptotic properties of residual based tests for cointegration
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10001084872
Saved in:
9
Regression theory for near-integrated time series
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
5
,
pp. 1021-1043
Persistent link: https://www.econbiz.de/10001054010
Saved in:
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