//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"MPRA Paper"
~person:"Phillips, Peter C. B."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Error Correction Model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
11
Kointegration
11
Estimation theory
7
Schätztheorie
7
Regression analysis
4
Regressionsanalyse
4
Theorie
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schätzung
3
Kernel degeneracy
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Statistical test
2
Statistischer Test
2
Super-consistency
2
Asymptotic efficiency
1
Bandwidth selection
1
Bias
1
Bias variability
1
Climate change
1
Climate sensitivity
1
Cointegrated system
1
Common stochastic trend
1
Coverage probability
1
Degenerate Wald test
1
Einheitswurzeltest
1
Endogeneity
1
FM-kernel estimation
1
Fiscal sustainability
1
Fully modified regression
1
Functional coefficient cointegration
1
Generalized Wald test
1
Global rotation
1
Greenhouse gas emissions
1
IV-Schätzung
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Phillips, Peter C. B.
Boswijk, Herman Peter
7
Lütkepohl, Helmut
7
Nielsen, Morten Ørregaard
7
Johansen, Søren
6
Robinson, Peter M.
6
Tu, Yundong
6
Xiao, Zhijie
6
Paruolo, Paolo
5
Rahbek, Anders
5
Saikkonen, Pentti
5
Wagner, Martin
5
Gao, Jiti
4
Hualde, Javier
4
Jong, Robert M. de
4
Westerlund, Joakim
4
Ageli, Mohammed Moosa
3
Bahmani-Oskooee, Mohsen
3
Corradi, Valentina
3
Franses, Philip Hans
3
Hassler, Uwe
3
Kleibergen, Frank
3
Park, Joon Y.
3
Puah, Chin-Hong
3
Qayyum, Abdul
3
Shin, Yongcheol
3
Swanson, Norman R.
3
Taylor, Robert
3
Urga, Giovanni
3
Wang, Qiying
3
Alimi, R. Santos
2
Anderson, Heather M.
2
Baltagi, Badi H.
2
Bauer, Dietmar
2
Breitung, Jörg
2
Cavaliere, Giuseppe
2
Chambers, Marcus J.
2
Chan, Ngai Hang
2
Chang, Yoosoon
2
Choi, In
2
more ...
less ...
Published in...
All
Economics letters
Journal of econometrics
MPRA Paper
Cowles Foundation discussion paper
25
Cowles Foundation Discussion Paper
14
Econometric theory
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometric reviews
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Cowles Foundation Discussion Paper 1768
1
Econometrics : open access journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
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:
3
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
4
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
5
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
6
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
Saved in:
7
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 155-165
Persistent link: https://www.econbiz.de/10009671329
Saved in:
8
Dynamic misspecification in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C. B.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 270-284
Persistent link: https://www.econbiz.de/10009612740
Saved in:
9
A new approach to robust inference in cointegration
Jin, Sainan
;
Phillips, Peter C. B.
;
Sun, Yixiao
- In:
Economics letters
91
(
2006
)
2
,
pp. 300-306
Persistent link: https://www.econbiz.de/10003327908
Saved in:
10
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->