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type_genre:"Article in book"
type_genre:"Rezension"
~person:"Phillips, Peter C. B."
~subject:"Autocorrelation"
~type_genre:"Article in journal"
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Autocorrelation
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142
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142
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55
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55
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29
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29
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20
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Phillips, Peter C. B.
Lee, Lung-fei
12
Teräsvirta, Timo
9
Lesage, James P.
8
Franses, Philip Hans
7
Griffith, Daniel A.
6
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5
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5
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5
Saikkonen, Pentti
5
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5
Chun, Yongwan
4
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4
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4
Doğan, Osman
4
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4
Kutlu, Levent
4
Lobato, Ignacio N.
4
Prajapati, D. R.
4
Psaradakis, Zacharias G.
4
Singh, Sukhraj
4
Sul, Donggyu
4
Taylor, Robert
4
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4
Yu, Jihai
4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
Kiefer, Nicholas Maximilian
3
Kim, Jae H.
3
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3
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3
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Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometric reviews
1
Econometric theory
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
10
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1
Indirect inference in spatial autoregression
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011757378
Saved in:
2
Lag length selection in panel autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
Saved in:
3
Folkore theorems, implicit maps, and indirect inference
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 425-454
Persistent link: https://www.econbiz.de/10009507902
Saved in:
4
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
Saved in:
5
Indirect inference for dynamic panel models
Gouriéroux, Christian
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 68-77
Persistent link: https://www.econbiz.de/10008661852
Saved in:
6
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
;
Phillips, Peter C. B.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 265-280
Persistent link: https://www.econbiz.de/10003608182
Saved in:
7
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
8
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
9
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
Saved in:
10
Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.
;
Park, Joon Y.
;
Chang, Yoosoon
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 219-246
Persistent link: https://www.econbiz.de/10001823127
Saved in:
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