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person:"Phillips, Peter C. B."
type_genre:"Article in journal"
~person:"Ohtani, Kazuhiro"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Estimation theory
230
Schätztheorie
230
Theorie
76
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76
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56
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56
Time series analysis
55
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22
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Phillips, Peter C. B.
Ohtani, Kazuhiro
Härdle, Wolfgang
132
Linton, Oliver
123
Gao, Jiti
114
Pesaran, M. Hashem
114
Newey, Whitney K.
97
Chernozhukov, Victor
89
McAleer, Michael
89
Imbens, Guido
85
Andrews, Donald W. K.
79
Baltagi, Badi H.
77
Gouriéroux, Christian
77
Lütkepohl, Helmut
76
Kapetanios, George
68
Lee, Lung-fei
68
Dette, Holger
67
Simar, Léopold
67
Chen, Xiaohong
65
Li, Qi
63
Horowitz, Joel
62
Nielsen, Morten Ørregaard
61
Robinson, Peter M.
61
Cai, Zongwu
60
Lechner, Michael
60
Franses, Philip Hans
59
Sentana, Enrique
59
Wooldridge, Jeffrey M.
59
Johansen, Søren
55
Su, Liangjun
55
White, Halbert
55
Swanson, Norman R.
54
Magnus, Jan R.
52
Tsionas, Efthymios G.
52
Ullah, Aman
51
Bera, Anil K.
50
Koopman, Siem Jan
50
Lewbel, Arthur
50
Smith, Richard J.
49
Scaillet, Olivier
48
Zakoïan, Jean-Michel
48
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Cowles Foundation discussion paper
81
Journal of econometrics
36
Econometric theory
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Kobe University economic review
9
Economics letters
8
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Econometric reviews
4
The econometrics journal
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Applied economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai kikanshi
3
Oxford bulletin of economics and statistics
3
Statistical papers
3
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
3
The review of economic studies
3
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3
Discussion paper / Department of Economics, University of Canterbury
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
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1
Discussion paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Economic modelling
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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 Manchester School of Economic and Social Studies
1
The review of financial studies
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ECONIS (ZBW)
230
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1
Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US
Morgan, Lynn Bergeland
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2023
Persistent link: https://www.econbiz.de/10014538947
Saved in:
2
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:
3
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
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:
6
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:
7
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:
8
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:
9
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
10
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
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