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subject:"Share price"
subject:"Theory"
~person:"Phillips, Peter C. B."
~subject:"Regression analysis"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Share price
Theory
Regression analysis
Time series analysis
Estimation theory
298
Schätztheorie
298
Zeitreihenanalyse
96
Regressionsanalyse
86
Theorie
53
Cointegration
43
Kointegration
43
Statistical test
40
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40
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33
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33
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28
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English
202
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Phillips, Peter C. B.
Härdle, Wolfgang
109
Gao, Jiti
102
Pesaran, M. Hashem
94
Linton, Oliver
69
Gouriéroux, Christian
65
Franses, Philip Hans
63
Newey, Whitney K.
60
Koopman, Siem Jan
58
McAleer, Michael
57
Johansen, Søren
54
Lütkepohl, Helmut
54
Swanson, Norman R.
54
Andrews, Donald W. K.
53
Robinson, Peter M.
53
Kapetanios, George
52
Li, Qi
48
Teräsvirta, Timo
48
Baltagi, Badi H.
46
Dette, Holger
46
Chernozhukov, Victor
44
Imbens, Guido
43
Stock, James H.
43
Giles, David E. A.
42
Ullah, Aman
42
Croux, Christophe
41
Koop, Gary
41
Perron, Pierre
41
Horowitz, Joel
40
Diebold, Francis X.
39
Krämer, Walter
39
Nielsen, Morten Ørregaard
39
Bera, Anil K.
38
Cai, Zongwu
38
Lucas, André
38
Dufour, Jean-Marie
37
Li, Degui
37
Kohn, Robert
36
Winkelmann, Rainer
36
Engle, Robert F.
35
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Cowles Foundation discussion paper
66
Cowles Foundation Discussion Paper
31
Journal of econometrics
21
Econometric theory
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Cowles Foundation paper
4
Oxford bulletin of economics and statistics
3
The review of economic studies
3
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
The econometrics journal
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of economics and statistics
1
Cowles Foundation Discussion Paper 1768
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric reviews
1
Econometrics : open access journal
1
Handbook of econometrics ; Vol. 1
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
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
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ECONIS (ZBW)
202
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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
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
Saved in:
9
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
10
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
-
2021
Persistent link: https://www.econbiz.de/10012807797
Saved in:
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