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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Phillips, Peter C. B."
~subject:"Schätztheorie"
~subject:"Time series analysis"
~type_genre:"Forschungsbericht"
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Schätztheorie
Time series analysis
Theorie
144
Theory
144
Zeitreihenanalyse
55
Estimation theory
30
Stochastic process
20
Stochastischer Prozess
20
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19
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19
Regression analysis
18
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18
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17
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Phillips, Peter C. B.
Franses, Philip Hans
57
Gil-Alaña, Luis A.
45
Perron, Pierre
38
McAleer, Michael
34
Andrews, Donald W. K.
32
Granger, C. W. J.
31
Pesaran, M. Hashem
31
Lütkepohl, Helmut
30
Koop, Gary
28
Leybourne, Stephen James
28
Li, Qi
28
Newey, Whitney K.
28
Taylor, Robert
28
Caporale, Guglielmo Maria
26
Ghysels, Eric
26
Krämer, Walter
26
Gouriéroux, Christian
25
Koopman, Siem Jan
25
Robinson, Peter M.
25
Baltagi, Badi H.
24
Harvey, Andrew C.
24
Hendry, David F.
24
Giles, David E. A.
22
Hassler, Uwe
22
Hecq, Alain W. J.
22
Saikkonen, Pentti
22
Swanson, Norman R.
22
Hong, Yongmiao
21
Lee, Lung-fei
21
Newbold, Paul
21
Ohtani, Kazuhiro
21
Schmidt, Peter
21
Teräsvirta, Timo
21
Haldrup, Niels
20
Linton, Oliver
20
Horowitz, Joel
19
Hyndman, Rob J.
19
Mills, Terence C.
19
Ullah, Aman
19
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Journal of econometrics
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Econometric theory
16
Econometric reviews
5
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of empirical finance
2
Economic time series with random walk and other nonstationary components
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of quantitative economics
1
New Zealand economic papers
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
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The econometrics journal
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ECONIS (ZBW)
76
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1
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10
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76
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date (oldest first)
1
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
2
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
3
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
4
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
5
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
6
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
7
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
8
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
9
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
10
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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