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~subject:"Estimation theory"
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Subject
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Estimation theory
Theorie
275
Theory
275
Schätztheorie
210
Time series analysis
184
Zeitreihenanalyse
184
Regression analysis
93
Regressionsanalyse
93
Einheitswurzeltest
78
Unit root test
78
Cointegration
57
Kointegration
56
Stochastic process
56
Stochastischer Prozess
56
Statistical test
52
Statistischer Test
52
Nichtparametrisches Verfahren
51
Nonparametric statistics
51
Panel
45
Panel study
45
Autocorrelation
44
Autokorrelation
44
Estimation
44
Schätzung
44
Ökonometrie
38
Econometrics
37
USA
31
United States
31
Bubbles
28
Spekulationsblase
28
Nichtlineare Regression
21
Nonlinear regression
21
Forecasting model
20
Prognoseverfahren
20
Statistical distribution
20
Statistische Verteilung
20
Method of moments
19
Momentenmethode
19
Bias
18
Heteroscedasticity
18
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Free
89
Undetermined
27
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Book / Working Paper
116
Article
94
Type of publication (narrower categories)
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Arbeitspapier
96
Working Paper
96
Graue Literatur
94
Non-commercial literature
94
Article in journal
90
Aufsatz in Zeitschrift
90
Aufsatz im Buch
4
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4
Aufsatzsammlung
1
Bibliografie
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Language
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English
210
Author
All
Phillips, Peter C. B.
210
Sul, Donggyu
13
Gao, Jiti
12
Yu, Jun
9
Cho, Jin Seo
8
Jin, Sainan
8
Sun, Yixiao
8
Wang, Qiying
8
Giraitis, Liudas
7
Han, Chirok
7
Wang, Ying
7
Li, Degui
6
Magdalinos, Tassos
5
Moon, Hyungsik Roger
5
Shimotsu, Katsumi
5
Bandi, Federico M.
4
Dalla, Violetta
4
Ploberger, Werner
4
Su, Liangjun
4
Chao, John C.
3
Cheng, Tingting
3
Choi, Chi-young
3
Lee, Ji Hyung
3
Lieberman, Offer
3
Ouliaris, Sam
3
Park, Joon Y.
3
Quintos, Carmela E.
3
Schmidt, Peter
3
Xiao, Zhijie
3
Yu, Ping
3
Baek, Yae In
2
Chen, Ye
2
Cheng, Xu
2
Corbae, Dean
2
Fan, Zhenhong
2
Hu, Zhishui
2
Jiang, Liang
2
Kheifets, Igor L.
2
Kim, Chang Sik
2
Kong, Jianning
2
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Published in...
All
Cowles Foundation discussion paper
98
Journal of econometrics
32
Econometric theory
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
The econometrics journal
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Working paper
3
Econometric reviews
2
Econometrics : open access journal
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Annals of economics and statistics
1
Discussion paper / Department of Economics, University of California San Diego
1
Essays in honor of Cheng Hsiao
1
Handbook of econometrics ; Vol. 1
1
Handbook of financial time series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
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 review of financial studies
1
Working papers in economics
1
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ECONIS (ZBW)
210
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1
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
2
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:
3
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:
4
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
5
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
7
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
8
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
9
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
10
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
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