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subject:"Prognoseverfahren"
type_genre:"Article in journal"
~person:"Phillips, Peter C. B."
~subject:"United States"
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Prognoseverfahren
United States
Estimation theory
91
Schätztheorie
91
Theorie
30
Theory
30
Time series analysis
28
Zeitreihenanalyse
28
Regression analysis
20
Regressionsanalyse
20
Cointegration
14
Kointegration
14
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Einheitswurzeltest
10
Unit root test
10
Estimation
8
Panel
8
Panel study
8
Schätzung
8
Statistical test
8
Statistischer Test
8
Statistical distribution
6
Statistische Verteilung
6
Autocorrelation
5
Autokorrelation
5
Bias
5
Endogeneity
5
Systematischer Fehler
5
Correlation
4
Forecasting model
4
Induktive Statistik
4
Korrelation
4
Statistical inference
4
Stochastic process
4
Stochastischer Prozess
4
Heteroscedasticity
3
Heteroskedastizität
3
IV-Schätzung
3
Instrumental variables
3
Local to unity
3
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Article
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Article in journal
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Aufsatz in Zeitschrift
5
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English
5
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Phillips, Peter C. B.
Kumar, Dilip
10
Baltagi, Badi H.
8
Cai, Zongwu
7
Kapetanios, George
7
Koop, Gary
7
Lahiri, Kajal
7
Swanson, Norman R.
7
Demetrescu, Matei
6
Hendry, David F.
6
Pesaran, M. Hashem
6
Shang, Han Lin
6
Taylor, James W.
6
Baillie, Richard
5
Bauwens, Luc
5
Bera, Anil K.
5
Caporale, Guglielmo Maria
5
Fosten, Jack
5
Franses, Philip Hans
5
Hoffman, Dennis L.
5
Lee, Ji Hyung
5
Maddala, Gangadharrao S.
5
McCracken, Michael W.
5
Pittis, Nikitas
5
Rossi, Barbara
5
Sbrana, Giacomo
5
Teräsvirta, Timo
5
Tu, Yundong
5
Ullah, Aman
5
Zhang, Xinyu
5
Andersen, Torben
4
Atkinson, Scott Estes
4
Bekaert, Geert
4
Bollerslev, Tim
4
Bratu, Mihaela
4
Cheung, Yin-Wong
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
4
Conway, Karen Smith
4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
5
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1
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
2
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
3
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
Saved in:
4
Transition modeling and econometric convergence tests
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1771-1855
Persistent link: https://www.econbiz.de/10003611996
Saved in:
5
Econometric model determination
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
Saved in:
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