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type:"book"
~person:"Huschens, Stefan"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~person:"White, Halbert"
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Search: subject_exact:"Estimation theory"
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Estimation theory
334
Schätztheorie
334
Time series analysis
81
Zeitreihenanalyse
81
Regression analysis
77
Regressionsanalyse
77
Theorie
59
Theory
59
Statistical test
42
Statistischer Test
42
Cointegration
29
Kointegration
29
Nichtparametrisches Verfahren
29
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29
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26
Autokorrelation
26
Statistical distribution
23
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23
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20
Heteroskedastizität
20
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19
Panel study
19
Stochastic process
19
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19
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16
Nichtlineare Regression
16
Nonlinear regression
16
Unit root test
16
Statistical theory
15
Statistische Methodenlehre
15
Correlation
13
Korrelation
13
Bias
12
Estimation
12
Forecasting model
12
Prognoseverfahren
12
Schätzung
12
Systematischer Fehler
12
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10
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10
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181
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329
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5
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Huschens, Stefan
McAleer, Michael
Phillips, Peter C. B.
White, Halbert
Pesaran, M. Hashem
142
Gao, Jiti
126
Härdle, Wolfgang
123
Linton, Oliver
84
Andrews, Donald W. K.
83
Chernozhukov, Victor
82
Newey, Whitney K.
72
Chen, Xiaohong
68
Dette, Holger
67
Imbens, Guido
66
Kapetanios, George
65
Heckman, James J.
64
Koopman, Siem Jan
61
Swanson, Norman R.
60
Otsu, Taisuke
58
Croux, Christophe
55
Franses, Philip Hans
55
Imbens, Guido W.
54
Lechner, Michael
54
Angrist, Joshua D.
53
Lütkepohl, Helmut
53
Gouriéroux, Christian
50
Diebold, Francis X.
48
Nielsen, Morten Ørregaard
48
Stock, James H.
48
Linton, Oliver B.
45
Sentana, Enrique
45
Schorfheide, Frank
44
Wolf, Michael
44
Johansen, Søren
43
Weidner, Martin
41
Winkelmann, Rainer
41
Sun, Yixiao
40
Teräsvirta, Timo
40
Bera, Anil K.
39
Kohn, Robert
39
Marcellino, Massimiliano
39
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
University of Western Australia / Department of Economics
5
Shakai-Keizai-Kenkyūsho <Osaka>
3
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1
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Cowles Foundation discussion paper
101
Cowles Foundation Discussion Paper
44
Discussion paper / Department of Economics, University of California San Diego
22
Working papers in economics and econometrics
20
Working papers in quantitative economics and econometrics
18
Dresdner Beiträge zu quantitativen Verfahren
10
Discussion paper / Tinbergen Institute
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Boston College working papers in economics
5
Cowles Foundation paper
4
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4
Discussion paper / Center for Economic Research, Tilburg University
4
Econometric Institute research papers
4
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4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
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3
Discussion papers / Institute of Social and Economic Research
3
Diskussionsschriften / Universität Heidelberg, Wirtschaftswissenschaftliche Fakultät
3
Working papers in economics
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Working Papers in Economics and Econometrics, the Australian National University, Faculty of Economics and Research School of Social Sciences / Working Paper
2
Advances in econometrics
1
Cowles Foundation Discussion Paper 1768
1
DAE working paper
1
Discussion paper / Economics, University of California / Department of Economics, University of California
1
Discussion paper series / LSE Financial Markets Group
1
Econometric Society monographs
1
Econometric reviews
1
IHS economics series : working paper
1
Reihe Ökonomie
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
TRACE discussion papers / Tinbergen Institute
1
Technical report series / Stanford Institute for Theoretical Economics, Stanford University
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Working Papers in Economics, Department of Poilitical Economy, the Johns Hopkins University
1
Working Papers in Economics, Department of Political Economy, the Johns Hopkins University
1
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ECONIS (ZBW)
334
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1
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:
2
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
3
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
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/10013326614
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
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
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/10013542193
Saved in:
8
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
9
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:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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