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~isPartOf:"Journal of econometrics"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Estimation"
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Search: subject_exact:"Time series analysis"
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Estimation
Time series analysis
39
Zeitreihenanalyse
39
Estimation theory
19
Schätztheorie
19
Theorie
19
Theory
19
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Einheitswurzeltest
11
Unit root test
11
Regression analysis
8
Regressionsanalyse
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Stochastic process
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Stochastischer Prozess
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Panel
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Panel study
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Cointegration
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Kointegration
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Nonparametric regression
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Multivariate Analyse
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Diffusion
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Phillips curve
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Linton, Oliver
Phillips, Peter C. B.
Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Andersen, Torben
3
Fan, Jianqing
3
Koop, Gary
3
Patton, Andrew J.
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Taylor, Robert
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Wang, Yazhen
3
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Christensen, Kim
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
Li, Yingying
2
Medeiros, Marcelo C.
2
Quaedvlieg, Rogier
2
Robinson, Peter M.
2
Su, Liangjun
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Thyrsgaard, Martin
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Velasco, Carlos
2
Vogt, Michael
2
Wang, Fa
2
Xiu, Dacheng
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Zhang, Congshan
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Zhang, Zhengjun
2
Amsler, Christine Elaine
1
Aruoba, S. Borağan
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Journal of econometrics
Cambridge working papers in economics
5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cowles Foundation discussion paper
3
Cambridge-INET working papers
2
Janeway Institute working paper series
2
CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometric theory
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Journal of applied econometrics
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ECONIS (ZBW)
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1
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
2
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:
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
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
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