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subject:"Zeitreihenanalyse"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Kapitaleinkommen"
~subject:"Statistical error"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Statistical error
Time series analysis
Estimation theory
443
Schätztheorie
443
Regression analysis
118
Regressionsanalyse
118
Nichtparametrisches Verfahren
117
Nonparametric statistics
117
Theorie
72
Theory
72
Estimation
47
Schätzung
47
Cointegration
45
Kointegration
45
Statistical test
45
Statistischer Test
45
Panel
34
Panel study
34
Autocorrelation
29
Autokorrelation
29
Einheitswurzeltest
29
Unit root test
29
Correlation
28
Korrelation
28
Statistical distribution
26
Statistische Verteilung
26
Heteroscedasticity
25
Heteroskedastizität
25
Stochastic process
21
Stochastischer Prozess
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Bias
19
Induktive Statistik
19
Statistical inference
19
Systematischer Fehler
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Forecasting model
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Nichtlineare Regression
17
Nonlinear regression
17
Prognoseverfahren
17
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16
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70
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Aufsatz in Zeitschrift
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Graue Literatur
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English
138
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Linton, Oliver
Phillips, Peter C. B.
Gao, Jiti
75
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
42
Franses, Philip Hans
40
Kapetanios, George
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Pesaran, M. Hashem
33
Harvey, Andrew C.
31
Diebold, Francis X.
30
Sibbertsen, Philipp
30
Koop, Gary
29
Swanson, Norman R.
29
Engle, Robert F.
27
Taylor, Robert
27
Li, Degui
26
Nelson, Daniel B.
26
Peng, Bin
26
Hu, Yingyao
25
Lucas, André
25
Maravall Herrero, Agustín
25
Stock, James H.
25
Watson, Mark W.
25
Perron, Pierre
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Haldrup, Niels
22
Härdle, Wolfgang
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Dong, Chaohua
21
Granger, C. W. J.
21
Hassler, Uwe
21
Xiao, Zhijie
21
Cavaliere, Giuseppe
20
Giraitis, Liudas
20
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Cowles Foundation discussion paper
29
Journal of econometrics
20
Cowles Foundation Discussion Paper
17
Econometric theory
9
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Cambridge working papers in economics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics papers
4
Cowles Foundation paper
3
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3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Econometric reviews
2
Janeway Institute working paper series
2
The econometrics journal
2
Cambridge-INET working papers
1
Discussion paper / LSE Financial Markets Group
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of financial time series
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Oxford bulletin of economics and statistics
1
Research paper series / Swiss Finance Institute
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
Swiss Finance Institute Research Paper
1
The review of economic studies
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ECONIS (ZBW)
138
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1
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:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
4
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/10013542193
Saved in:
5
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:
6
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
7
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:
8
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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