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type_genre:"Aufsatz im Buch"
~isPartOf:"Essays in honor of Peter C. B. Phillips"
~isPartOf:"Essays in honor of Joon Y. Park : econometric theory"
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Estimation theory
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Essays in honor of Peter C. B. Phillips
Essays in honor of Joon Y. Park : econometric theory
Robust inference
22
Handbook of applied econometrics and statistical inference
19
Robustness in econometrics
15
Handbook of financial time series
14
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
13
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
12
Order statistics: applications
12
Essays in honor of Jerry Hausman
11
Nonparametric econometric methods
11
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
11
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
11
Bioenvironmental and public health statistics
10
Cross-sectional methods and applications
10
Econometric analysis of financial markets
10
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
10
Handbook of econometrics ; Vol. 4
10
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
9
Statistical methods in finance
9
Handbook of econometrics ; Vol. 2
8
Handbook of research methods and applications in empirical macroeconomics
8
New directions in spatial econometrics
8
30th anniversary edition
7
Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
7
Handbook of econometrics ; Vol. 1
7
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
7
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
7
Probability and statistical decision theory
7
The Oxford handbook of panel data
7
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
7
Advances in economics and econometrics: theory and applications ; Vol. 3
6
Advances in spatial econometrics : methodology, tools and applications
6
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
6
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
6
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
6
Microeconomics
6
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
6
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
6
Bootstrap inference in time series econometrics
5
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1
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
2
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
3
Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
Saved in:
4
A specification test based on convolution-type distribution function estimates for non-linear autoregressive processes
Kim, Kun Ho
;
Koul, Hira L.
;
Kim, Jiwoong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 187-206)
.
2023
Persistent link: https://www.econbiz.de/10014313667
Saved in:
5
Transformation models with cointegrated and deterministically trending regressors
Lin, Yingqian
;
Tu, Yundong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 207-232)
.
2023
Persistent link: https://www.econbiz.de/10014313678
Saved in:
6
Minimax risk in estimating kink threshold and testing continuity
Hidalgo, Javier
;
Lee, Heejun
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 233-259)
.
2023
Persistent link: https://www.econbiz.de/10014313688
Saved in:
7
Semiparametric independence tests between two infinite-order cointegrated series
Bouhaddioui, Chafik
;
Dufour, Jean-Marie
;
Takano, Masaya
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 263-294)
.
2023
Persistent link: https://www.econbiz.de/10014313737
Saved in:
8
Inference in conditional vector error correction models with a small signal-to-noise ratio
Gospodinov, Nikolaj
;
Maynard, Alex
;
Pesavento, Elena
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 295-318)
.
2023
Persistent link: https://www.econbiz.de/10014313744
Saved in:
9
Some extensions of asymptotic F and t theory in nonstationary regressions
Sun, Yixiao
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 319-347)
.
2023
Persistent link: https://www.econbiz.de/10014313748
Saved in:
10
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
11
Best linear prediction in cointegrated systems
Kim, Yun-Yeong
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 367-391)
.
2023
Persistent link: https://www.econbiz.de/10014313816
Saved in:
12
Stable limit theory for the variance targeting estimator
Vaynman, Igor
;
Beare, Brendan K.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 639-672)
.
2014
Persistent link: https://www.econbiz.de/10010442831
Saved in:
13
Minimax estimation of nonregular parameters and discontinuity in minimax risk
Song, Kyungchul
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 557-585)
.
2014
Persistent link: https://www.econbiz.de/10010442841
Saved in:
14
Testing the equality of two positive-definite matrices with application to information matrix testing
Cho, Jin Seo
;
White, Halbert
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 491-556)
.
2014
Persistent link: https://www.econbiz.de/10010442843
Saved in:
15
Test of hypotheses in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 347-394)
.
2014
Persistent link: https://www.econbiz.de/10010442857
Saved in:
16
Efficient estimation and inference for difference-in-difference regressions with persistent errors
Greenaway-McGrevy, Ryan
;
Han, Chirok
;
Sul, Donggyu
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 281-302)
.
2014
Persistent link: https://www.econbiz.de/10010442862
Saved in:
17
Mean average estimation of dynamic panel models with nonstationary initial condition
Chao, John C.
;
Kim, Myungsup
;
Sul, Donggyu
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 241-279)
.
2014
Persistent link: https://www.econbiz.de/10010442864
Saved in:
18
Specification testing in parametric trending models with unknown errors
Gao, Jiti
;
King, Maxwell L.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 151-202)
.
2014
Persistent link: https://www.econbiz.de/10010442867
Saved in:
19
Testing for cointegration in Markov switching error correction models
Hu, Liang
;
Shin, Yongcheol
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 123-150)
.
2014
Persistent link: https://www.econbiz.de/10010442869
Saved in:
20
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric
;
Miller, J. Isaac
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 93-122)
.
2014
Persistent link: https://www.econbiz.de/10010442875
Saved in:
21
Moment approximation for least-squares estimator in first-order regression models with unit root and nonnormal errors
Bao, Yong
;
Ullah, Aman
;
Zhang, Ru
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 65-92)
.
2014
Persistent link: https://www.econbiz.de/10010442878
Saved in:
22
Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong autocorrelation
Sun, Yixiao
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 23-63)
.
2014
Persistent link: https://www.econbiz.de/10010442880
Saved in:
23
Asymptotic moments of autoregressive estimators with a near unit root and minimax risk
Hansen, Bruce E.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 3-21)
.
2014
Persistent link: https://www.econbiz.de/10010442881
Saved in:
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