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subject:"Time series analysis"
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Volatility
Estimation theory
332
Schätztheorie
332
Zeitreihenanalyse
121
Regression analysis
91
Regressionsanalyse
91
Theorie
53
Theory
53
Cointegration
48
Kointegration
48
Statistical test
45
Statistischer Test
45
Einheitswurzeltest
36
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Unit root test
36
Heteroscedasticity
33
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33
Autocorrelation
30
Autokorrelation
30
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25
Panel study
25
Estimation
24
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24
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18
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18
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17
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Maximum likelihood estimation
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15
Nichtlineare Regression
15
Nonlinear regression
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14
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124
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Phillips, Peter C. B.
Taylor, Robert
Gao, Jiti
73
Koopman, Siem Jan
59
Johansen, Søren
43
Teräsvirta, Timo
43
Franses, Philip Hans
42
Lütkepohl, Helmut
41
Nielsen, Morten Ørregaard
39
Linton, Oliver
35
Swanson, Norman R.
35
Kapetanios, George
32
Nelson, Daniel B.
32
Harvey, Andrew C.
31
Koop, Gary
29
Sibbertsen, Philipp
29
Engle, Robert F.
28
Pesaran, M. Hashem
28
Lucas, André
27
Stock, James H.
27
Diebold, Francis X.
25
Gouriéroux, Christian
25
Watson, Mark W.
25
Härdle, Wolfgang
24
Li, Degui
24
Maravall Herrero, Agustín
24
Perron, Pierre
24
Cavaliere, Giuseppe
23
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Ghysels, Eric
22
Haldrup, Niels
22
Leybourne, Stephen James
22
McAleer, Michael
22
Peng, Bin
22
Bauwens, Luc
21
Brännäs, Kurt
21
Dong, Chaohua
21
Hassler, Uwe
21
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Cowles Foundation discussion paper
29
Journal of econometrics
20
Cowles Foundation Discussion Paper
18
Econometric theory
10
CREATES research paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Queen's Economics Department working paper
4
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working paper
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Econometric reviews
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of empirical finance
1
Oxford bulletin of economics and statistics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
The econometrics journal
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ECONIS (ZBW)
124
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
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:
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
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
7
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:
8
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
9
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
10
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
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