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type_genre:"Non-commercial literature"
~person:"Nielsen, Bent"
~person:"Phillips, Peter C. B."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
221
Schätztheorie
221
Time series analysis
70
Zeitreihenanalyse
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Regression analysis
59
Regressionsanalyse
59
Theorie
53
Theory
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Least squares method
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Nielsen, Bent
Phillips, Peter C. B.
Linton, Oliver
130
Härdle, Wolfgang
122
Gao, Jiti
113
Pesaran, M. Hashem
99
Newey, Whitney K.
94
Chernozhukov, Victor
89
Andrews, Donald W. K.
77
Baltagi, Badi H.
76
Imbens, Guido
75
Gouriéroux, Christian
74
Lütkepohl, Helmut
73
Otsu, Taisuke
71
Kapetanios, George
67
Lee, Lung-fei
67
McAleer, Michael
64
Chen, Xiaohong
63
Li, Qi
63
Dette, Holger
61
Robinson, Peter M.
61
Cai, Zongwu
60
Horowitz, Joel
60
Simar, Léopold
60
Nielsen, Morten Ørregaard
59
Wooldridge, Jeffrey M.
59
Lechner, Michael
58
Johansen, Søren
56
White, Halbert
56
Sentana, Enrique
55
Swanson, Norman R.
54
Su, Liangjun
52
Franses, Philip Hans
51
Lewbel, Arthur
51
Koopman, Siem Jan
50
Magnus, Jan R.
50
Tsionas, Efthymios G.
50
Ullah, Aman
50
Teräsvirta, Timo
48
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46
Zakoïan, Jean-Michel
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Cowles Foundation discussion paper
78
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12
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7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Discussion papers / Department of Economics, University of Copenhagen
5
Department of Economics discussion paper series / University of Oxford
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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4
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3
Oxford bulletin of economics and statistics
3
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1
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1
Special issue on new developments in time series econometrics
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Studies in econometrics in honor of Carl F. Christ
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Testing integration and cointegration
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ECONIS (ZBW)
221
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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
Least trimmed squares asymptotics : regression with leverage
Berenguer-Rico, Vanessa
;
Nielsen, Bent
-
2023
Persistent link: https://www.econbiz.de/10014467887
Saved in:
3
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:
4
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:
5
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:
6
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
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/10013326614
Saved in:
8
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:
9
Age-period-cohort analysis of mixed frequency data
Nielsen, Bent
-
2022
Persistent link: https://www.econbiz.de/10013459573
Saved in:
10
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
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