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~language:"eng"
~person:"Phillips, Peter C. B."
~subject:"Autokorrelation"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Autokorrelation
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146
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146
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94
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94
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93
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93
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41
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Phillips, Peter C. B.
Lee, Lung-fei
41
Sun, Yixiao
15
Lesage, James P.
14
Teräsvirta, Timo
14
Griffith, Daniel A.
13
Jin, Fei
13
Baltagi, Badi H.
12
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11
Yu, Jihai
9
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8
Doğan, Osman
8
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8
Le Gallo, Julie
8
Prucha, Ingmar R.
8
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8
Dijk, Dick van
7
Hansen, Bruce E.
7
Kelejian, Harry H.
7
Lanne, Markku
7
Leybourne, Stephen James
7
Li, Dong
7
Rahbek, Anders
7
Robinson, Peter M.
7
Saikkonen, Pentti
7
Taylor, Robert
7
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7
Bao, Yong
6
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6
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6
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6
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6
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6
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6
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6
Prajapati, D. R.
6
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6
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6
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6
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5
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3
Econometric theory
2
Econometric reviews
1
Economics letters
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ECONIS (ZBW)
16
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16
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1
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
International economic review
64
(
2023
)
4
,
pp. 1347-1395
Persistent link: https://www.econbiz.de/10014436838
Saved in:
2
Indirect inference in spatial autoregression
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011757378
Saved in:
3
Lag length selection in panel autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
Saved in:
4
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
- In:
Economics letters
127
(
2015
),
pp. 89-92
Persistent link: https://www.econbiz.de/10011382882
Saved in:
5
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
6
Folkore theorems, implicit maps, and indirect inference
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 425-454
Persistent link: https://www.econbiz.de/10009507902
Saved in:
7
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
Saved in:
8
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
Saved in:
9
Indirect inference for dynamic panel models
Gouriéroux, Christian
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 68-77
Persistent link: https://www.econbiz.de/10008661852
Saved in:
10
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
;
Phillips, Peter C. B.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 265-280
Persistent link: https://www.econbiz.de/10003608182
Saved in:
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