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subject:"Schätztheorie"
subject:"Zeitreihenanalyse"
~person:"Phillips, Peter C. B."
~subject:"Share price"
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Schätztheorie
Zeitreihenanalyse
Share price
Theorie
337
Theory
337
Time series analysis
125
Stochastic process
59
Stochastischer Prozess
59
Einheitswurzeltest
57
Unit root test
57
Estimation theory
53
Regression analysis
46
Regressionsanalyse
46
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Autocorrelation
29
Autokorrelation
29
Cointegration
29
Panel
29
Panel study
29
Kointegration
28
Econometrics
26
Ökonometrie
26
Statistical test
22
Statistischer Test
22
Estimation
21
Schätzung
21
Method of moments
20
Momentenmethode
20
Modellierung
18
Scientific modelling
18
Bubbles
17
Spekulationsblase
17
Bias
15
Systematischer Fehler
14
Bootstrap approach
13
Bootstrap-Verfahren
13
Nichtlineare Regression
13
Nonlinear regression
13
Statistical distribution
13
Statistische Verteilung
13
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Free
58
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11
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Book / Working Paper
88
Article
78
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Article in journal
77
Aufsatz in Zeitschrift
77
Graue Literatur
64
Non-commercial literature
64
Arbeitspapier
63
Working Paper
63
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
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Festschrift
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Sammelwerk
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1
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Language
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English
166
Author
All
Phillips, Peter C. B.
Franses, Philip Hans
163
Härdle, Wolfgang
144
Koopman, Siem Jan
122
Pesaran, M. Hashem
121
Gil-Alaña, Luis A.
120
Caporale, Guglielmo Maria
116
McAleer, Michael
92
Lütkepohl, Helmut
87
Koop, Gary
75
Gouriéroux, Christian
72
Swanson, Norman R.
71
Granger, C. W. J.
70
Teräsvirta, Timo
66
Engle, Robert F.
64
Lucas, André
62
Lux, Thomas
62
Bauwens, Luc
60
Robinson, Peter M.
60
Ghysels, Eric
59
Sibbertsen, Philipp
59
Hautsch, Nikolaus
58
Timmermann, Allan
58
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Dijk, Herman K. van
55
Kunst, Robert M.
55
Marcellino, Massimiliano
55
Hassler, Uwe
52
Perron, Pierre
51
Feng, Yuanhua
49
Hyndman, Rob J.
49
Andrews, Donald W. K.
48
Diebold, Francis X.
48
Stock, James H.
48
Hendry, David F.
47
Saikkonen, Pentti
47
Bollerslev, Tim
46
Hallin, Marc
46
Dijk, Dick van
45
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Cowles Foundation discussion paper
58
Journal of econometrics
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Econometric theory
15
Cowles Foundation Discussion Paper
12
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Econometric reviews
5
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Discussion papers / Department of Economics, University of California San Diego
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of empirical finance
2
Economic time series with random walk and other nonstationary components
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of econometrics ; Vol. 1
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of quantitative economics
1
New Zealand economic papers
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Research in economics : an international review of economics
1
School of Economics working papers / The University of Adelaide, School of Economics
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 econometrics journal
1
The review of financial studies
1
Time series analysis : in memory of E. J. Hannan
1
Working paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
1
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Source
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ECONIS (ZBW)
166
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166
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1
Econometric analysis of asset price bubbles
Shi, Shuping
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326551
Saved in:
2
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
3
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
4
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
5
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
Saved in:
6
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807741
Saved in:
7
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
8
Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012132071
Saved in:
9
Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
-
2019
Persistent link: https://www.econbiz.de/10012062406
Saved in:
10
Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.
;
Shi, Shuping
-
2018
Persistent link: https://www.econbiz.de/10011948773
Saved in:
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