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type_genre:"Article in journal"
~person:"Phillips, Peter C. B."
~subject:"Stochastic process"
~subject:"Systematischer Fehler"
~type_genre:"Mehrbändiges Werk"
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Search: subject_exact:"Estimation theory"
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Stochastic process
Systematischer Fehler
Estimation theory
91
Schätztheorie
91
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30
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30
Time series analysis
28
Zeitreihenanalyse
28
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20
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Article in journal
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Phillips, Peter C. B.
Todorov, Viktor
9
Tauchen, George Eugene
8
Maheswaran, S.
7
Weidner, Martin
6
Fernández-Val, Iván
5
Fu, Michael
5
Li, Jia
5
Simar, Léopold
5
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5
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5
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4
Cui, Zhenyu
4
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4
Hurn, Stan
4
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4
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4
Kristensen, Dennis
4
Kumar, Dilip
4
Linton, Oliver
4
Lucas, André
4
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4
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4
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4
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4
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4
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4
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3
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3
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3
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3
Francq, Christian
3
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3
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3
Hadri, Kaddour
3
Heidergott, Bernd
3
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3
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3
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3
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Journal of econometrics
4
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Oxford bulletin of economics and statistics
1
The review of financial studies
1
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ECONIS (ZBW)
9
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1
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
2
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
3
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
4
Testing linearity using power transforms of regressors
Baek, Yae In
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
Saved in:
5
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
6
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
;
Han, Chirok
- In:
Econometric theory
24
(
2008
)
3
,
pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
Saved in:
7
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:
8
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:
9
New tools for understanding spurious regressions
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1299-1325
Persistent link: https://www.econbiz.de/10001252665
Saved in:
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