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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"EUI working paper / ECO"
~subject:"Autocorrelation"
~subject:"Exchange rate"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Autocorrelation
Exchange rate
Estimation theory
279
Schätztheorie
279
Zeitreihenanalyse
69
Theorie
68
Theory
67
Regression analysis
41
Regressionsanalyse
41
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
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33
Statistischer Test
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21
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Cointegration
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Kointegration
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13
Estimation
13
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Phillips, Peter C. B.
35
Maravall Herrero, Agustín
10
Gómez, Víctor
7
Andrews, Donald W. K.
6
Chen, Xiaohong
4
Maravall, Agustín
4
Haldrup, Niels
3
Johansen, Søren
3
Mizon, Grayham E.
3
Yu, Jun
3
Canova, Fabio
2
Dalla, Violetta
2
Fiorentini, Gabriele
2
Franses, Philip Hans
2
Gao, Jiti
2
Hendry, David F.
2
Kheifets, Igor
2
Lieberman, Offer
2
Peña, Daniel
2
Planas, Christophe
2
Ploberger, Werner
2
Rossi, Francesca
2
Schaumburg, Ernst
2
Sideris, Dimitrios
2
Sul, Donggyu
2
Sun, Yixiao
2
Acconcia, Antonio
1
Banerjee, Anindya
1
Börsch-Supan, Axel
1
Calvet, Laurent E.
1
Camponovo, Lorenzo
1
Chen, Hong-yuan
1
Choi, Chi-young
1
Christensen, Timothy M.
1
Corsetti, Giancarlo
1
Fair, Ray C.
1
Fan, Zhenhong
1
Fisher, Adlai
1
Giraitis, Liudas
1
Giratis, Liudas
1
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12
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Cowles Foundation discussion paper
EUI working paper / ECO
Journal of econometrics
392
Econometric theory
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Economics letters
177
Discussion paper / Tinbergen Institute
127
Econometric reviews
117
International journal of forecasting
74
Working paper / Department of Econometrics and Business Statistics, Monash University
64
CREATES research paper
63
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60
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58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
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53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
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51
The econometrics journal
50
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Economic modelling
42
Journal of time series econometrics
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of the American Statistical Association : JASA
40
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39
Discussion paper / Center for Economic Research, Tilburg University
37
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36
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
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33
Journal of empirical finance
33
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Report / Econometric Institute, Erasmus University Rotterdam
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28
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SFB 649 discussion paper
27
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27
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26
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25
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ECONIS (ZBW)
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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
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:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
4
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
5
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
6
Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2020
Persistent link: https://www.econbiz.de/10012322364
Saved in:
7
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2019
Persistent link: https://www.econbiz.de/10012131981
Saved in:
8
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
9
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
10
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
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