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subject:"Share price"
subject:"Theory"
~person:"Phillips, Peter C. B."
~subject:"Kointegration"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Share price
Theory
Kointegration
Time series analysis
Estimation theory
298
Schätztheorie
298
Zeitreihenanalyse
96
Regression analysis
86
Regressionsanalyse
86
Theorie
53
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43
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40
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40
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Phillips, Peter C. B.
Gao, Jiti
80
Pesaran, M. Hashem
80
Härdle, Wolfgang
75
Gouriéroux, Christian
65
Franses, Philip Hans
62
Koopman, Siem Jan
59
Johansen, Søren
58
Lütkepohl, Helmut
56
Linton, Oliver
52
McAleer, Michael
50
Andrews, Donald W. K.
48
Robinson, Peter M.
48
Swanson, Norman R.
48
Teräsvirta, Timo
47
Newey, Whitney K.
46
Nielsen, Morten Ørregaard
44
Giles, David E. A.
41
Diebold, Francis X.
40
Koop, Gary
40
Kapetanios, George
39
Granger, C. W. J.
38
Lucas, André
38
Baltagi, Badi H.
37
Haldrup, Niels
37
Krämer, Walter
36
Perron, Pierre
36
Stock, James H.
36
Engle, Robert F.
35
Imbens, Guido
35
Brännäs, Kurt
33
Li, Qi
33
Zakoïan, Jean-Michel
33
Sibbertsen, Philipp
32
Bera, Anil K.
31
Harvey, Andrew C.
31
Rahbek, Anders
31
Breitung, Jörg
30
Heckman, James J.
30
Ullah, Aman
30
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Cowles Foundation discussion paper
45
Cowles Foundation Discussion Paper
22
Journal of econometrics
18
Econometric theory
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
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6
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3
Oxford bulletin of economics and statistics
3
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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1
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Studies in econometrics in honor of Carl F. Christ
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ECONIS (ZBW)
157
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
4
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
5
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
7
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
8
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
9
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
10
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
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