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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Phillips, Peter C. B."
~subject:"Statistical inference"
~subject:"Theory"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Statistical inference
Theory
Estimation theory
94
Schätztheorie
94
Regression analysis
30
Regressionsanalyse
30
Time series analysis
25
Zeitreihenanalyse
25
Theorie
22
Statistical test
19
Statistischer Test
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Heteroscedasticity
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Heteroskedastizität
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Autocorrelation
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Autokorrelation
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Cointegration
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Kointegration
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Panel
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Panel study
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Bias
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Correlation
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Korrelation
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Statistical distribution
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Statistische Verteilung
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Systematischer Fehler
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Core
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Einheitswurzeltest
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Nichtlineare Regression
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Nonlinear regression
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Stochastic process
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Stochastischer Prozess
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Unit root test
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Endogeneity
4
Estimation
4
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Induktive Statistik
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Phillips, Peter C. B.
Härdle, Wolfgang
56
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Imbens, Guido
29
Gouriéroux, Christian
24
Swanson, Norman R.
24
Chernozhukov, Victor
23
Maravall Herrero, Agustín
23
Kleibergen, Frank
20
Robert, Christian P.
20
Andrews, Donald W. K.
19
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Stahlecker, Peter
18
Angrist, Joshua D.
17
McAleer, Michael
17
Spokojnyj, Vladimir G.
17
Giles, David E. A.
15
Sheather, Simon J.
15
Diebold, Francis X.
14
Kilian, Lutz
14
Zakoïan, Jean-Michel
14
Giles, Judith A.
13
Newey, Whitney K.
13
Otsu, Taisuke
13
Arnold, Bernhard
12
Breitung, Jörg
12
Dufour, Jean-Marie
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Mammen, Enno
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Canay, Ivan A.
11
Dette, Holger
11
Feng, Yuanhua
11
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Cowles Foundation discussion paper
18
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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1
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ECONIS (ZBW)
28
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1
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:
2
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:
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
Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011781976
Saved in:
5
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:
6
A frequency approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011781652
Saved in:
7
Optimal estimation under nonstandard conditions
Ploberger, Werner
;
Phillips, Peter C. B.
-
2010
Persistent link: https://www.econbiz.de/10003925363
Saved in:
8
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:
9
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
10
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:
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