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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Phillips, Peter C. B."
~subject:"Time series analysis"
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Prognoseverfahren
USA
Time series analysis
Estimation theory
32
Schätztheorie
32
Zeitreihenanalyse
11
Cointegration
6
Kointegration
6
Regression analysis
6
Regressionsanalyse
6
Theorie
6
Theory
6
Estimation
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Schätzung
5
Einheitswurzeltest
4
Endogeneity
4
Unit root test
4
Panel
3
Panel study
3
Bias
2
Cointegrated system
2
Fixed effects
2
IVX methods
2
Instrumentation
2
Kernel degeneracy
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Local to unity
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Mild integration
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Predictive regression
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Robust statistics
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Robustes Verfahren
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Robustness
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Statistical distribution
2
Statistical test
2
Statistische Verteilung
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Statistischer Test
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English
12
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Phillips, Peter C. B.
Taylor, Robert
12
Leybourne, Stephen James
8
Linton, Oliver
8
Elliott, Graham
6
Li, Jia
6
Stock, James H.
6
Todorov, Viktor
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Francq, Christian
5
Harvey, David I.
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Lee, Ji Hyung
5
Li, Qi
5
Li, Yingying
5
Nelson, Daniel B.
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Zhu, Ke
5
Abadie, Alberto
4
Angrist, Joshua D.
4
Baltagi, Badi H.
4
Bollerslev, Tim
4
Cai, Zongwu
4
Chambers, Marcus J.
4
Demetrescu, Matei
4
Georgiev, Iliyan
4
McCracken, Michael W.
4
Müller, Ulrich K.
4
Ng, Serena
4
Pesaran, M. Hashem
4
Shephard, Neil G.
4
Sun, Yixiao
4
Tu, Yundong
4
Watson, Mark W.
4
Zakoïan, Jean-Michel
4
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Journal of econometrics
Technical working paper / National Bureau of Economic Research
Cowles Foundation discussion paper
33
Cowles Foundation Discussion Paper
20
Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Cowles Foundation paper
3
Working paper
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
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
Oxford bulletin of economics and statistics
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
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
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ECONIS (ZBW)
12
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1
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:
2
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
3
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
Saved in:
4
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
5
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
6
Weak σ-convergence : theory and applications
Kong, Jianning
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10012302556
Saved in:
7
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
8
Structural inference from reduced forms with many instruments
Phillips, Peter C. B.
;
Gao, Wayne Yuan
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 96-116
Persistent link: https://www.econbiz.de/10011897653
Saved in:
9
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
Saved in:
10
Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
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