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type_genre:"Collection of articles written by one author"
subject:"Cointegration"
~type_genre:"Article in journal"
~person:"Phillips, Peter C. B."
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Search: subject_exact:"Estimation theory"
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Cointegration
Estimation theory
90
Schätztheorie
90
Theorie
29
Theory
29
Time series analysis
28
Zeitreihenanalyse
28
Regression analysis
20
Regressionsanalyse
20
Kointegration
14
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
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10
Unit root test
10
Estimation
8
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8
Panel study
8
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Collection of articles written by one author
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Phillips, Peter C. B.
Paruolo, Paolo
9
Ramírez, Miguel D.
8
Wagner, Martin
8
Johansen, Søren
7
Boswijk, Herman Peter
6
Kurita, Takamitsu
6
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Wang, Qiying
5
Cavaliere, Giuseppe
4
Lütkepohl, Helmut
4
Nielsen, Morten Ørregaard
4
Rahbek, Anders
4
Tang, Chor Foon
4
Taylor, Robert
4
Tu, Yundong
4
Anderson, Richard G.
3
Carrion i Silvestre, Josep Lluís
3
Demetrescu, Matei
3
Doornik, Jurgen A.
3
Franchi, Massimo
3
Gao, Jiti
3
Hoffman, Dennis L.
3
Hsiao, Cheng
3
Hualde, Javier
3
Kejriwal, Mohitosh
3
Lee, Hyejin
3
Liang, Zhongwen
3
Maki, Daiki
3
Moosa, Imad A.
3
Mosconi, Rocco
3
Neto, David
3
Nielsen, Bent
3
Perron, Pierre
3
Rasche, Robert H.
3
Schweikert, Karsten
3
Seong, Byeongchan
3
Łasak, Katarzyna
3
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2
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Journal of econometrics
6
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
The econometrics journal
1
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ECONIS (ZBW)
14
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1
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
2
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
3
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
4
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
Saved in:
5
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
6
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
7
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
8
Automated estimation of vector error correction models
Liao, Zhipeng
;
Phillips, Peter C. B.
- In:
Econometric theory
31
(
2015
)
3
,
pp. 581-646
Persistent link: https://www.econbiz.de/10011290884
Saved in:
9
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
Saved in:
10
Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia
;
Phillips, Peter C. B.
- In:
Econometric theory
28
(
2012
)
3
,
pp. 509-547
Persistent link: https://www.econbiz.de/10009545835
Saved in:
11
Semiparametric cointegrating rank selection
Cheng, Xu
;
Phillips, Peter C. B.
- In:
The econometrics journal
12
(
2009
),
pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
Saved in:
12
Limit theory for explosively cointegrated systems
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric theory
24
(
2008
)
4
,
pp. 865-887
Persistent link: https://www.econbiz.de/10003736837
Saved in:
13
A new approach to robust inference in cointegration
Jin, Sainan
;
Phillips, Peter C. B.
;
Sun, Yixiao
- In:
Economics letters
91
(
2006
)
2
,
pp. 300-306
Persistent link: https://www.econbiz.de/10003327908
Saved in:
14
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:
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