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subject:"Portfolio-Management"
subject:"USA"
~isPartOf:"Working paper series / Department of Economics, Auckland Business School, The University of Auckland"
~person:"Phillips, Peter C. B."
~subject:"Panel"
~subject:"Schätztheorie"
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Portfolio-Management
USA
Panel
Schätztheorie
Theorie
9
Theory
9
Estimation theory
5
Bias
3
Systematischer Fehler
3
Time series analysis
3
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3
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2
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2
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1999-2001
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Option pricing theory
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Optionspreistheorie
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Panel study
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Phillips, Peter C. B.
Sul, Donggyu
2
Blyth, Conrad Alexander
1
Chao, John C.
1
Choi, Chi-young
1
Moon, Hyungsik Roger
1
Reeves, Jonathan J.
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
Cowles Foundation discussion paper
27
Journal of econometrics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometric theory
7
Cowles Foundation Discussion Paper
6
Oxford bulletin of economics and statistics
3
The review of economic studies
3
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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1
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1
Handbook of econometrics ; Vol. 1
1
Journal of international money and finance
1
Papers in honor of Patrick C. McMahon
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 Oxford handbook of panel data
1
The econometrics journal
1
The review of financial studies
1
Working papers in economics
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ECONIS (ZBW)
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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:
2
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001873297
Saved in:
3
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
4
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:
5
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
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