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type_genre:"Thesis"
type_genre:"Working Paper"
~person:"Kleibergen, Frank"
~person:"Phillips, Peter C. B."
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
130
Schätztheorie
130
Theorie
39
Theory
39
Regression analysis
35
Regressionsanalyse
35
Time series analysis
34
Zeitreihenanalyse
34
Statistical test
25
Statistischer Test
25
Heteroscedasticity
15
Heteroskedastizität
15
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13
Autokorrelation
13
Cointegration
13
Kointegration
13
Nichtparametrisches Verfahren
10
Nonparametric statistics
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Korrelation
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5
Einheitswurzeltest
5
Method of moments
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4
Estimation
4
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4
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Book / Working Paper
129
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Working Paper
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129
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123
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123
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103
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103
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English
130
Author
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Kleibergen, Frank
Phillips, Peter C. B.
Härdle, Wolfgang
114
Pesaran, M. Hashem
77
Gao, Jiti
75
Chernozhukov, Victor
65
Dette, Holger
63
Imbens, Guido
60
Linton, Oliver
59
McAleer, Michael
54
Newey, Whitney K.
48
Lütkepohl, Helmut
47
Gouriéroux, Christian
45
Franses, Philip Hans
42
Kapetanios, George
42
Sentana, Enrique
42
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
Swanson, Norman R.
36
Weidner, Martin
35
Johansen, Søren
34
Scaillet, Olivier
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Magnus, Jan R.
32
Cai, Zongwu
31
Simar, Léopold
31
Andrews, Donald W. K.
29
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Kilian, Lutz
29
Kiviet, J. F.
29
Lucas, André
29
Smith, Richard J.
29
Kitagawa, Toru
28
Croux, Christophe
27
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Cowles Foundation discussion paper
80
Discussion paper / Tinbergen Institute
20
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Report / Econometric Institute, Erasmus University Rotterdam
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
3
Working paper
3
Discussion paper / Center for Economic Research, Tilburg University
2
TRACE discussion papers / Tinbergen Institute
2
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric Institute research papers
1
Econometric theory
1
Economics discussion paper series : EDP
1
Report / Econometric Institute, Erasmus University Rotterdam, 9722 : A / Econometric Institute, Erasmus University Rotterdam
1
Research report / Graduate School Research Institute Systems, Organisations and Management
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
Working papers in economics
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ECONIS (ZBW)
130
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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
A test for kronecker product structure covariance matrix
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
-
2022
Persistent link: https://www.econbiz.de/10012814351
Saved in:
3
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:
4
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
10
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
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