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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Phillips, Peter C. B."
~type_genre:"Dissertation u.a. Prüfungsschriften"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Estimation theory
98
Schätztheorie
98
Regression analysis
31
Regressionsanalyse
31
Time series analysis
26
Zeitreihenanalyse
26
Theorie
22
Theory
22
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19
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14
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14
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12
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Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Panel
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10
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7
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7
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7
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Nonlinear regression
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Stochastic process
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Einheitswurzeltest
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Endogeneity
4
Estimation
4
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Arbeitspapier
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97
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98
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Phillips, Peter C. B.
Härdle, Wolfgang
114
Pesaran, M. Hashem
78
Gao, Jiti
75
Chernozhukov, Victor
66
Dette, Holger
63
Imbens, Guido
59
Linton, Oliver
59
McAleer, Michael
53
Newey, Whitney K.
48
Gouriéroux, Christian
45
Lütkepohl, Helmut
44
Kapetanios, George
42
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Chen, Xiaohong
39
Koopman, Siem Jan
37
Swanson, Norman R.
36
Johansen, Søren
34
Scaillet, Olivier
34
Weidner, Martin
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Simar, Léopold
32
Cai, Zongwu
31
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Kilian, Lutz
29
Smith, Richard J.
29
Andrews, Donald W. K.
28
Kitagawa, Toru
28
Kiviet, J. F.
28
Lucas, André
28
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27
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Cowles Foundation discussion paper
80
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Working paper
3
Discussion paper / Department of Economics, University of California San Diego
1
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ECONIS (ZBW)
98
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1
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:
2
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
3
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
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
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
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
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:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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