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subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~person:"Bera, Anil K."
~person:"Phillips, Peter C. B."
~person:"Robinson, Peter M."
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Schätztheorie
Theorie
38
Theory
38
Time series analysis
15
Zeitreihenanalyse
15
Stochastic process
8
Stochastischer Prozess
8
Estimation theory
7
Cointegration
6
Econometrics
6
Kointegration
6
Ökonometrie
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Regression analysis
5
Regressionsanalyse
5
Einheitswurzeltest
3
Unit root test
3
Correlation
2
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2
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2
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2
Method of moments
2
Modellierung
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08.10.1993
1
ARCH model
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ARCH-Modell
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1
Automatisierung
1
Bubbles
1
Developing countries
1
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1
Econometric model
1
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1
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7
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Bera, Anil K.
Phillips, Peter C. B.
Robinson, Peter M.
Lee, Lung-fei
7
Linton, Oliver
7
Saikkonen, Pentti
7
Chambers, Marcus J.
5
Jong, Robert M. de
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Andrews, Donald W. K.
4
Davidson, James E. H.
4
Fan, Yanqin
4
Knight, John L.
4
Newey, Whitney K.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Chen, Xiaohong
3
Donald, Stephen G.
3
Kuan, Chung-ming
3
Li, Qi
3
Lieberman, Offer
3
Lütkepohl, Helmut
3
Nabeya, Seiji
3
Park, Joon Y.
3
Perron, Pierre
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
Zheng, John Xu
3
Abadir, Karim Maher
2
Arcones, Miguel A.
2
Bai, Jushan
2
Baltagi, Badi H.
2
Broze, Laurence
2
Caner, Mehmet
2
Choi, In
2
Dastoor, Naorayex K.
2
Florens, Jean-Pierre
2
Gallant, A. Ronald
2
Ghysels, Eric
2
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Econometric theory
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Cowles Foundation discussion paper
15
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
11
Journal of econometrics
8
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
8
Suntory and Toyota International Centres for Economics and Related Disciplines
7
The review of economic studies
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Oxford bulletin of economics and statistics
4
Econometric reviews
3
Discussion paper / Center for Economic Research, Tilburg University
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Discussion paper series / LSE Financial Markets Group
1
Handbook of econometrics ; Vol. 1
1
Journal of economic surveys
1
Journal of productivity analysis
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Revista de econometria
1
Revista española de economía
1
Robust inference
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 financial review : the official publication of the Eastern Finance Association
1
The review of financial studies
1
Working papers in economics
1
Working papers in economics and econometrics
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ECONIS (ZBW)
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1
Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
2
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
3
Trending multiple time series : symposium issue
Phillips, Peter C. B.
(
contributor
)
- In:
Econometric theory
11
(
1995
)
5
,
pp. 811-1176
Persistent link: https://www.econbiz.de/10001195990
Saved in:
4
Specification testing with locally misspecified alternatives
Bera, Anil K.
- In:
Econometric theory
9
(
1993
)
4
,
pp. 649-658
Persistent link: https://www.econbiz.de/10001156711
Saved in:
5
A shortcut to LAD estimator asymptotics
Phillips, Peter C. B.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 450-463
Persistent link: https://www.econbiz.de/10001117739
Saved in:
6
Partially identified econometric models
Phillips, Peter C. B.
- In:
Econometric theory
5
(
1989
)
2
,
pp. 181-240
Persistent link: https://www.econbiz.de/10001069080
Saved in:
7
Statistical inference in regressions with integrated processes
Park, Joon Y.
- In:
Econometric theory
(
1988
)
Persistent link: https://www.econbiz.de/10001272711
Saved in:
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