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subject:"Schätzung"
type_genre:"Non-commercial literature"
~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"General equilibrium"
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Schätzung
Estimation theory
General equilibrium
Theorie
117
Theory
117
Time series analysis
47
Zeitreihenanalyse
47
Stochastic process
26
Stochastischer Prozess
26
Einheitswurzeltest
25
Unit root test
25
Schätztheorie
22
Regression analysis
17
Regressionsanalyse
17
Autocorrelation
15
Autokorrelation
15
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Method of moments
9
Momentenmethode
9
Panel
9
Panel study
9
Statistical test
9
Statistischer Test
9
Bias
8
Systematischer Fehler
8
Cointegration
7
Estimation
7
Kointegration
7
IV-Schätzung
6
Instrumental variables
6
Modellierung
6
Scientific modelling
6
Statistical distribution
6
Statistische Verteilung
6
USA
6
United States
6
Bubbles
5
Spekulationsblase
5
Bootstrap approach
4
Bootstrap-Verfahren
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29
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Non-commercial literature
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40
Aufsatz in Zeitschrift
40
Arbeitspapier
29
Graue Literatur
29
Working Paper
29
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English
29
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Phillips, Peter C. B.
Härdle, Wolfgang
88
Pesaran, M. Hashem
64
Heckman, James J.
42
Caporale, Guglielmo Maria
40
Gil-Alaña, Luis A.
39
Böhringer, Christoph
38
Franses, Philip Hans
34
Marcellino, Massimiliano
33
Gersbach, Hans
30
Hautsch, Nikolaus
29
Kilian, Lutz
28
Koopman, Siem Jan
26
Berg, Gerard J. van den
25
Imbens, Guido
25
Maravall Herrero, Agustín
25
Swanson, Norman R.
25
Gouriéroux, Christian
24
Lucas, André
24
McAleer, Michael
24
Blundell, Richard W.
23
Brännäs, Kurt
23
Egger, Peter
23
Fehr, Hans
23
Herings, Peter Jean-Jacques
23
Pierdzioch, Christian
23
Rubio-Ramírez, Juan Francisco
23
Linton, Oliver
22
Polasek, Wolfgang
22
Schorfheide, Frank
22
Vasilev, Aleksandar
22
Christiano, Lawrence J.
21
Herwartz, Helmut
21
Stahlecker, Peter
21
Dijk, Herman K. van
20
Kohn, Robert
20
Angrist, Joshua D.
19
Basu, Susanto
19
Corsetti, Giancarlo
19
Dustmann, Christian
19
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Cowles Foundation discussion paper
20
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Discussion paper / Centre for Economic Policy Research
1
NCER working paper series
1
Working papers in economics
1
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ECONIS (ZBW)
29
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1
Econometric analysis of asset price bubbles
Shi, Shuping
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326551
Saved in:
2
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
Saved in:
3
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:
4
Casual change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011777165
Saved in:
5
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
6
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:
7
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
8
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:
9
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:
10
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10009784706
Saved in:
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