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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Cowles Foundation discussion paper"
~subject:"Kapitaleinkommen"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Monte-Carlo-Simulation
Estimation theory
386
Schätztheorie
386
Theorie
86
Theory
86
Time series analysis
75
Estimation
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Phillips, Peter C. B.
28
Chen, Xiaohong
4
Andrews, Donald W. K.
3
Yu, Jun
3
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2
Dalla, Violetta
2
Gao, Jiti
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Kim, Jong-Min
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Licht, Adrian
2
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Moosa, Imad A.
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2
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1
Akay, Alpaslan
1
Andor, Mark Andreas
1
Ayala, Astrid Loretta
1
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1
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1
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1
Bianchi, Marco
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Applied economics
Cowles Foundation discussion paper
Journal of econometrics
369
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Econometric theory
167
Economics letters
162
Discussion paper / Tinbergen Institute
111
Econometric reviews
105
International journal of forecasting
68
Working paper / Department of Econometrics and Business Statistics, Monash University
68
Applied economics letters
62
Journal of forecasting
62
CREATES research paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
41
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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38
Journal of empirical finance
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SFB 649 discussion paper
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Finance research letters
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Oxford bulletin of economics and statistics
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26
Journal of risk and financial management : JRFM
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Technical working paper / National Bureau of Economic Research
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Working paper series
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
3
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
4
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
6
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
7
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
8
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
9
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
10
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
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