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subject:"Theorie"
~person:"Gouriéroux, Christian"
~person:"Lee, Lung-fei"
~person:"Phillips, Peter C. B."
~subject:"Kointegration"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Estimation theory"
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Theorie
Kointegration
Regressionsanalyse
Estimation theory
467
Schätztheorie
467
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124
Time series analysis
117
Zeitreihenanalyse
117
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88
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Gouriéroux, Christian
Lee, Lung-fei
Phillips, Peter C. B.
Härdle, Wolfgang
102
Pesaran, M. Hashem
82
Newey, Whitney K.
56
Gao, Jiti
51
Andrews, Donald W. K.
49
Franses, Philip Hans
48
Linton, Oliver
46
Li, Qi
44
Swanson, Norman R.
44
Imbens, Guido
43
Johansen, Søren
43
McAleer, Michael
43
Robinson, Peter M.
43
Dette, Holger
42
Chernozhukov, Victor
41
Horowitz, Joel
40
Winkelmann, Rainer
38
Baltagi, Badi H.
37
Giles, David E. A.
37
Dufour, Jean-Marie
36
Ullah, Aman
35
Kohn, Robert
33
Bera, Anil K.
31
Croux, Christophe
31
Heckman, James J.
31
King, Maxwell L.
31
Stock, James H.
31
Wooldridge, Jeffrey M.
31
Cai, Zongwu
30
Diebold, Francis X.
30
Kapetanios, George
30
Koop, Gary
30
Granger, C. W. J.
29
Hsiao, Cheng
29
White, Halbert
29
Ghysels, Eric
28
Krämer, Walter
28
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23
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16
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12
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11
Annales d'économie et de statistique
5
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5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
L' Actualité économique : revue trimest.
2
The econometrics journal
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and statistics
1
CORE discussion paper : DP
1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
Collection "Economie et statistiques avancées"
1
Cowles Foundation Discussion Paper 1768
1
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1
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1
Discussion paper / Department of Economics, University of California San Diego
1
Duration transition and count data models
1
Econometric reviews
1
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1
Handbook of econometrics ; Vol. 1
1
Handbook of empirical economics and finance
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Special issue on new developments in time series econometrics
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Studies in econometrics in honor of Carl F. Christ
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ECONIS (ZBW)
235
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1
Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US
Morgan, Lynn Bergeland
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2023
Persistent link: https://www.econbiz.de/10014538947
Saved in:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
4
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
-
2021
Persistent link: https://www.econbiz.de/10012618237
Saved in:
5
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
Saved in:
6
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
7
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
-
2021
Persistent link: https://www.econbiz.de/10012807797
Saved in:
8
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
9
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:
10
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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