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subject:"Schätztheorie"
~person:"Phillips, Peter C. B."
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Schätztheorie
Theorie
339
Theory
339
Time series analysis
125
Zeitreihenanalyse
125
Stochastic process
59
Stochastischer Prozess
59
Einheitswurzeltest
57
Unit root test
57
Estimation theory
54
Regression analysis
46
Regressionsanalyse
46
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Autocorrelation
29
Autokorrelation
29
Cointegration
29
Panel
29
Panel study
29
Kointegration
28
Econometrics
26
Ökonometrie
26
Statistical test
22
Statistischer Test
22
Estimation
21
Schätzung
21
Method of moments
20
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20
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18
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18
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17
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15
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14
Bootstrap-Verfahren
14
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14
Nichtlineare Regression
13
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13
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13
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54
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Phillips, Peter C. B.
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Bera, Anil K.
24
Krämer, Walter
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Kleibergen, Frank
20
Lee, Lung-fei
20
Lütkepohl, Helmut
20
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Cowles Foundation discussion paper
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Econometric theory
6
Journal of econometrics
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Handbook of econometrics ; Vol. 1
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
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ECONIS (ZBW)
54
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1
-
50
of
54
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articles prioritized
date (newest first)
date (oldest first)
1
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
2
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
3
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
4
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
5
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
6
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468433
Saved in:
7
Long run variance estimation using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001794759
Saved in:
8
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001794764
Saved in:
9
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001798686
Saved in:
10
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001873256
Saved in:
11
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001873297
Saved in:
12
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618860
Saved in:
13
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
14
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001548868
Saved in:
15
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
16
Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
17
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
Saved in:
18
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
Saved in:
19
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Saved in:
20
Pooled log periodogram regression
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499557
Saved in:
21
Local Whittle estimation in nonstationary and unit root cases
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499561
Saved in:
22
Modified local Whittle esitmation of the memory parameter in the nonstationary case
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499564
Saved in:
23
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
Saved in:
24
Higher-order approximations for frequency domain time series regression
Xiao, Zhijie
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
Saved in:
25
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
Saved in:
26
New tools for understanding spurious regressions
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1299-1325
Persistent link: https://www.econbiz.de/10001252665
Saved in:
27
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
28
Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
Saved in:
29
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:
30
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
-
1997
Persistent link: https://www.econbiz.de/10000966051
Saved in:
31
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:
32
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:
33
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:
34
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:
35
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:
36
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:
37
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:
38
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:
39
Exact small sample theory in the simultaneous equations model
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10001327453
Saved in:
40
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:
41
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:
42
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:
43
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:
44
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:
45
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:
46
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:
47
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:
48
Statistical inference in regressions with integrated processes
Park, Joon Y.
- In:
Econometric theory
4
(
1988
)
3
,
pp. 468-497
Persistent link: https://www.econbiz.de/10001272709
Saved in:
49
Statistical inference in regressions with integrated processes
Park, Joon Y.
- In:
Econometric theory
5
(
1989
)
1
,
pp. 95-131
Persistent link: https://www.econbiz.de/10001272711
Saved in:
50
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:
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