//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Nichtparametrisches Verfahren"
subject:"Estimation theory"
~person:"Phillips, Peter C. B."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
Estimation theory
Schätztheorie
298
Time series analysis
96
Zeitreihenanalyse
96
Regression analysis
86
Regressionsanalyse
86
Theorie
53
Theory
53
Cointegration
43
Kointegration
43
Statistical test
40
Statistischer Test
40
Nonparametric statistics
33
Autocorrelation
28
Autokorrelation
28
Einheitswurzeltest
26
Unit root test
26
Panel
25
Panel study
25
Heteroscedasticity
23
Heteroskedastizität
23
Statistical distribution
18
Statistische Verteilung
18
Stochastic process
18
Stochastischer Prozess
18
Bias
17
Systematischer Fehler
17
Nichtlineare Regression
15
Nonlinear regression
15
Correlation
14
Estimation
14
Induktive Statistik
14
Korrelation
14
Schätzung
14
Statistical inference
14
Forecasting model
11
Prognoseverfahren
11
Core
10
Endogeneity
9
more ...
less ...
Online availability
All
Free
159
Undetermined
27
Type of publication
All
Book / Working Paper
204
Article
94
Type of publication (narrower categories)
All
Arbeitspapier
97
Working Paper
97
Graue Literatur
94
Non-commercial literature
94
Article in journal
90
Aufsatz in Zeitschrift
90
Aufsatz im Buch
4
Book section
4
Aufsatzsammlung
1
Bibliografie
1
Collection of articles of several authors
1
Conference paper
1
Conference proceedings
1
Festschrift
1
Interview
1
Konferenzbeitrag
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Sammelwerk
1
more ...
less ...
Language
All
English
298
Author
All
Phillips, Peter C. B.
Pesaran, M. Hashem
184
Gao, Jiti
162
Härdle, Wolfgang
144
Linton, Oliver
141
Andrews, Donald W. K.
136
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Simar, Léopold
70
Horowitz, Joel
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
Sun, Yixiao
65
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
101
Cowles Foundation Discussion Paper
44
Journal of econometrics
32
Econometric theory
21
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
7
Cowles Foundation paper
4
The econometrics journal
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Working paper
3
Econometric reviews
2
Econometrics : open access journal
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Annals of economics and statistics
1
Cowles Foundation Discussion Paper 1768
1
Discussion paper / Department of Economics, University of California San Diego
1
Essays in honor of Cheng Hsiao
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
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
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
298
Showing
251
-
298
of
298
Sort
Relevance
Date (newest first)
Date (oldest first)
251
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
-
1997
Persistent link: https://www.econbiz.de/10000966052
Saved in:
252
Higher order approximations for frequency domain time series regression
Phillips, Peter C. B.
;
Xiao, Zhijie
-
1997
Persistent link: https://www.econbiz.de/10000966053
Saved in:
253
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 85-123
Persistent link: https://www.econbiz.de/10001223462
Saved in:
254
Trending multiple time series : editor's introduction
Phillips, Peter C. B.
-
1996
Persistent link: https://www.econbiz.de/10000625543
Saved in:
255
Econometric model determination
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
Saved in:
256
Time series regression with mixtures of integrated processes
Chang, Yoosoon
;
Phillips, Peter C. B.
-
1995
Persistent link: https://www.econbiz.de/10000629709
Saved in:
257
Bayes methods and unit roots
Phillips, Peter C. B.
;
Dijk, Herman K. van
-
1995
Persistent link: https://www.econbiz.de/10000554674
Saved in:
258
Fully modified least squares and vector autoregression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1023-1078
Persistent link: https://www.econbiz.de/10001190392
Saved in:
259
Trending multiple time series : symposium issue
Phillips, Peter C. B.
(
contributor
)
- In:
Econometric theory
11
(
1995
)
5
,
pp. 811-1176
Persistent link: https://www.econbiz.de/10001195990
Saved in:
260
Advances in econometrics and quantitative economics : essays in honor of Professor C. R. Rao
Phillips, Peter C. B.
;
Srinivasan, Thirukodikaval N.
-
1995
-
1. publ.
Persistent link: https://www.econbiz.de/10013548699
Saved in:
261
Some exact distribution theory for maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 73-93
Persistent link: https://www.econbiz.de/10001169511
Saved in:
262
A reexamination of the consumption function using frequency domain regressions
Corbae, Dean
- In:
Empirical economics : a journal of the Institute for …
19
(
1994
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10001175474
Saved in:
263
Parameter constancy in cointegrating regressions
Quintos, Carmela E.
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 675-706
Persistent link: https://www.econbiz.de/10001331525
Saved in:
264
Fully modified least squares and vector autoregression
Phillips, Peter C. B.
-
1993
Persistent link: https://www.econbiz.de/10000867421
Saved in:
265
Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10000843670
Saved in:
266
Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10000848865
Saved in:
267
Hyper-consistent estimation of a unit root in time series regression
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10000852458
Saved in:
268
Some exact distribution theory for maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10000852459
Saved in:
269
Posterior odds testing for a unit root with data-based model selection
Phillips, Peter C. B.
;
Ploberger, Werner
-
1992
Persistent link: https://www.econbiz.de/10000839757
Saved in:
270
Exact small sample theory in the simultaneous equations model
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10001327453
Saved in:
271
LM tests for a unit root in the presence of deterministic trends
Schmidt, Peter
- In:
Oxford bulletin of economics and statistics
54
(
1992
)
3
,
pp. 257-287
Persistent link: https://www.econbiz.de/10001330274
Saved in:
272
Vector autoregression and causality
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828076
Saved in:
273
The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828077
Saved in:
274
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
Saved in:
275
A reexamination of the consumption function using frequency domain regressions
Corbae, Dean
;
Ouliaris, Sam
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828946
Saved in:
276
Unit roots
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828947
Saved in:
277
The tail behavior of maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828948
Saved in:
278
The long-run Australian consumption function reexamined : an empirical exercise in Bayesian inference
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828951
Saved in:
279
Unidentified components in reduced rank regression estimation of ECM's
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828954
Saved in:
280
Estimating long-run economic equilibria
Phillips, Peter C. B.
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 407-436
Persistent link: https://www.econbiz.de/10001114334
Saved in:
281
A shortcut to LAD estimator asymptotics
Phillips, Peter C. B.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 450-463
Persistent link: https://www.econbiz.de/10001117739
Saved in:
282
Optimal inference in cointegrated systems
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 283-306
Persistent link: https://www.econbiz.de/10001101896
Saved in:
283
Error correction and long-run equilibrium in continuous time
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
4
,
pp. 967-980
Persistent link: https://www.econbiz.de/10001108584
Saved in:
284
Operational algebra and regression t-tests
Phillips, Peter C. B.
-
1990
-
Rev.
Persistent link: https://www.econbiz.de/10000792323
Saved in:
285
A shortcut to lad estimator asymptotics
Phillips, Peter C. B.
-
1990
Persistent link: https://www.econbiz.de/10000792325
Saved in:
286
To criticize the critics : an objective Bayesian analysis of stochastic trends
Phillips, Peter C. B.
-
1990
Persistent link: https://www.econbiz.de/10000792328
Saved in:
287
Asymptotic properties of residual based tests for cointegration
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
1
,
pp. 165-193
Persistent link: https://www.econbiz.de/10001084872
Saved in:
288
Statistical inference in instrumental variables regression with I(1) processes
Phillips, Peter C. B.
- In:
The review of economic studies
57
(
1990
)
1
,
pp. 99-125
Persistent link: https://www.econbiz.de/10001085022
Saved in:
289
Testing for a unit root in the presence of deterministic trends
Schmidt, Peter
;
Phillips, Peter C. B.
-
1989
-
Rev.
Persistent link: https://www.econbiz.de/10000791222
Saved in:
290
Partially identified econometric models
Phillips, Peter C. B.
- In:
Econometric theory
5
(
1989
)
2
,
pp. 181-240
Persistent link: https://www.econbiz.de/10001069080
Saved in:
291
Statistical inference in regressions with integrated processes
Park, Joon Y.
- In:
Econometric theory
(
1988
)
Persistent link: https://www.econbiz.de/10001272711
Saved in:
292
Conditional and unconditional statistical independence
Phillips, Peter C. B.
- In:
Journal of econometrics
3
(
1988
),
pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
Saved in:
293
Regression theory for near-integrated time series
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
5
,
pp. 1021-1043
Persistent link: https://www.econbiz.de/10001054010
Saved in:
294
Understanding spurious regressions in econometrics
Phillips, Peter C. B.
-
1987
Persistent link: https://www.econbiz.de/10000741422
Saved in:
295
Asymptotic equivalence of OLS and GLS in regressions with integrated regressors
Phillips, Peter C. B.
;
Park, Joon Y.
-
1987
-
Rev
Persistent link: https://www.econbiz.de/10000760970
Saved in:
296
Best median unbiased estimation in linear regression with bounded asymmetric loss functions
Andrews, Donald W. K.
;
Phillips, Peter C. B.
-
1986
Persistent link: https://www.econbiz.de/10000951483
Saved in:
297
The distribution of FIML in the leading case
Phillips, Peter C. B.
- In:
International economic review
27
(
1986
)
1
,
pp. 239-243
Persistent link: https://www.econbiz.de/10001008486
Saved in:
298
Statistical inference in regressions with integrated processes
Park, Joon Y.
;
Phillips, Peter C. B.
Persistent link: https://www.econbiz.de/10000740644
Saved in:
First
Prev
1
2
3
4
5
6
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->