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~language:"eng"
~person:"Egger, Peter"
~person:"Haan, Jakob de"
~person:"Phillips, Peter C. B."
~subject:"Cointegration"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Cointegration
Schätztheorie
Theorie
232
Theory
232
Estimation theory
105
Welt
105
World
105
Estimation
94
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94
Time series analysis
93
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Egger, Peter
Haan, Jakob de
Phillips, Peter C. B.
Bahmani-Oskooee, Mohsen
91
Baltagi, Badi H.
68
Gil-Alaña, Luis A.
68
Shahbaz, Muhammad
67
Lee, Lung-fei
65
Linton, Oliver
65
Tsionas, Efthymios G.
63
Chang, Tsangyao
60
Li, Qi
59
Lütkepohl, Helmut
54
Andrews, Donald W. K.
52
Caporale, Guglielmo Maria
51
Robinson, Peter M.
48
Westerlund, Joakim
48
Newey, Whitney K.
47
Narayan, Paresh Kumar
46
Ullah, Aman
46
Su, Liangjun
45
Gupta, Rangan
44
McAleer, Michael
44
Pesaran, M. Hashem
43
Tiwari, Aviral Kumar
42
Apergēs, Nikolaos
41
Gao, Jiti
40
Kumbhakar, Subal
39
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
37
Johansen, Søren
36
Chen, Songnian
35
White, Halbert
35
Arize, Augustine Chuck
34
Perron, Pierre
34
Simar, Léopold
34
Bera, Anil K.
33
Hendry, David F.
33
Horowitz, Joel
33
Hsiao, Cheng
33
Parmeter, Christopher F.
33
Bai, Jushan
32
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Journal of econometrics
37
Econometric theory
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Econometric reviews
6
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
4
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3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
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2
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2
Journal of international economics
2
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Spatial economic analysis : the journal of the Regional Studies Association
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Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
1
The review of financial studies
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
128
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1
Does an exchange rate depreciation improve the trade balance of Pakistan?
Omer, Muhammad
;
Kamal, Junaid
;
Haan, Jakob de
- In:
International journal of economic policy studies
17
(
2023
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10013556628
Saved in:
2
Does household borrowing reduce the trade balance? : evidence from developing and developed countries
Xu, Can
;
Jacobs, Jan
;
Haan, Jakob de
- In:
Open economies review
34
(
2023
)
4
,
pp. 759-787
Persistent link: https://www.econbiz.de/10014383568
Saved in:
3
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
4
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:
5
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
6
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
7
Refined GMM estimators for simultaneous equations models with network interactions
Egger, Peter
;
Prucha, Ingmar R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2535-2542
Persistent link: https://www.econbiz.de/10014328999
Saved in:
8
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:
9
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
10
Parametric conditional mean inference with functional data applied to lifetime income curves
Cho, Jin Seo
;
Phillips, Peter C. B.
;
Seo, Juwon
- In:
International economic review
63
(
2022
)
1
,
pp. 391-456
Persistent link: https://www.econbiz.de/10012820808
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