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subject:"Großbritannien"
subject:"Time series analysis"
~person:"Phillips, Peter C. B."
~subject:"Systematischer Fehler"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Time series analysis
Systematischer Fehler
Estimation theory
300
Schätztheorie
300
Zeitreihenanalyse
96
Regression analysis
87
Regressionsanalyse
87
Theorie
54
Theory
54
Cointegration
43
Kointegration
43
Statistical test
40
Statistischer Test
40
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Autocorrelation
28
Autokorrelation
28
Einheitswurzeltest
26
Panel
26
Panel study
26
Unit root test
26
Heteroscedasticity
23
Heteroskedastizität
23
Statistical distribution
18
Statistische Verteilung
18
Stochastic process
18
Stochastischer Prozess
18
Bias
17
Estimation
15
Nichtlineare Regression
15
Nonlinear regression
15
Schätzung
15
Correlation
14
Induktive Statistik
14
Korrelation
14
Statistical inference
14
Forecasting model
11
Prognoseverfahren
11
Core
10
Endogeneity
9
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Free
58
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11
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Book / Working Paper
79
Article
34
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Arbeitspapier
33
Article in journal
33
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33
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33
Graue Literatur
32
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32
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English
113
Author
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Phillips, Peter C. B.
Gao, Jiti
74
Koopman, Siem Jan
53
Johansen, Søren
44
Lütkepohl, Helmut
42
Franses, Philip Hans
41
Nielsen, Morten Ørregaard
39
Teräsvirta, Timo
39
Kapetanios, George
38
Linton, Oliver
32
Swanson, Norman R.
32
Harvey, Andrew C.
31
Pesaran, M. Hashem
30
Koop, Gary
29
Engle, Robert F.
26
Nelson, Daniel B.
26
Sibbertsen, Philipp
26
Li, Degui
25
Lucas, André
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Nielsen, Bent
24
Perron, Pierre
24
Chambers, Marcus J.
23
Haldrup, Niels
23
Härdle, Wolfgang
23
Robinson, Peter M.
23
Hassler, Uwe
22
Leybourne, Stephen James
22
Weidner, Martin
22
Brännäs, Kurt
21
Dong, Chaohua
21
Gouriéroux, Christian
21
Sun, Yixiao
21
Caporale, Guglielmo Maria
20
Cavaliere, Giuseppe
20
Chen, Xiaohong
20
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Cowles Foundation discussion paper
33
Cowles Foundation Discussion Paper
17
Journal of econometrics
13
Econometric theory
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Cowles Foundation paper
3
Working paper
3
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
The econometrics journal
1
The review of economic studies
1
The review of financial studies
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
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ECONIS (ZBW)
113
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113
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
7
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
8
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:
9
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:
10
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
-
2020
Persistent link: https://www.econbiz.de/10012320628
Saved in:
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