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subject:"Theorie"
~person:"Lee, Lung-fei"
~person:"Phillips, Peter C. B."
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Theorie
Estimation theory
375
Schätztheorie
375
Time series analysis
97
Zeitreihenanalyse
97
Regression analysis
87
Regressionsanalyse
87
Theory
73
Autocorrelation
56
Autokorrelation
56
Cointegration
45
Kointegration
45
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45
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45
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42
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42
Nichtparametrisches Verfahren
33
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33
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29
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29
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27
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27
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Estimation
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73
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Lee, Lung-fei
Phillips, Peter C. B.
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Bera, Anil K.
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Dufour, Jean-Marie
23
Ullah, Aman
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Kleibergen, Frank
20
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20
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Cowles Foundation discussion paper
15
Econometric theory
12
Journal of econometrics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
Econometric reviews
1
Economics letters
1
Handbook of econometrics ; Vol. 1
1
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1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
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ECONIS (ZBW)
73
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73
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1
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
2
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
3
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
4
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
5
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
6
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468433
Saved in:
7
Long run variance estimation using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001794759
Saved in:
8
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001794764
Saved in:
9
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001798686
Saved in:
10
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001873256
Saved in:
11
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001873297
Saved in:
12
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618860
Saved in:
13
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
14
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001548868
Saved in:
15
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
16
Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
17
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
Saved in:
18
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
Saved in:
19
Consistency and efficiency of least squares estimation for mixed regressive, spatial autoregressive models
Lee, Lung-fei
- In:
Econometric theory
18
(
2002
)
2
,
pp. 252-277
Persistent link: https://www.econbiz.de/10001661293
Saved in:
20
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Saved in:
21
Interpolation, quadrature, and stochastic integration
Lee, Lung-fei
- In:
Econometric theory
17
(
2001
)
5
,
pp. 933-961
Persistent link: https://www.econbiz.de/10001609168
Saved in:
22
Pooled log periodogram regression
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499557
Saved in:
23
Local Whittle estimation in nonstationary and unit root cases
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499561
Saved in:
24
Modified local Whittle esitmation of the memory parameter in the nonstationary case
Shimotsu, Katsumi
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001499564
Saved in:
25
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
Lahiri, Kajal
;
Lee, Lung-fei
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10000668001
Saved in:
26
Estimation of dynamic limited-dependent rational expectations models
Lee, Lung-fei
- In:
Analysis of panels and limited dependent variable …
,
(pp. 79-113)
.
1999
Persistent link: https://www.econbiz.de/10001445102
Saved in:
27
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
Saved in:
28
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
29
Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
Saved in:
30
Higher-order approximations for frequency domain time series regression
Xiao, Zhijie
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
Saved in:
31
Efficient semiparametric scoring estimation of sample selection models
Chen, Songnian
- In:
Econometric theory
14
(
1998
)
4
,
pp. 423-462
Persistent link: https://www.econbiz.de/10001248240
Saved in:
32
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
Saved in:
33
New tools for understanding spurious regressions
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1299-1325
Persistent link: https://www.econbiz.de/10001252665
Saved in:
34
Semiparametric estimation of simulataneous-equation microeconometric models with index restrictions
Lee, Lung-fei
- In:
The Japanese economic review : the journal of the …
49
(
1998
)
4
,
pp. 343-380
Persistent link: https://www.econbiz.de/10001470104
Saved in:
35
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
-
1997
Persistent link: https://www.econbiz.de/10000966051
Saved in:
36
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
-
1997
Persistent link: https://www.econbiz.de/10000966052
Saved in:
37
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 85-123
Persistent link: https://www.econbiz.de/10001223462
Saved in:
38
Simulated maximum likelihood estimation of dynamic discrete choice statistical models : some Monte Carlo results
Lee, Lung-fei
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001228501
Saved in:
39
A simulated likelihood estimator for qualitative response models with sufficient statistics
Lee, Lung-fei
- In:
Economics letters
57
(
1997
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10001229596
Saved in:
40
A smooth likelihood simulator for dynamic disequilibrium models
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001219976
Saved in:
41
Simulation estimation of dynamic switching regression and dynamic disequilibrium models : some Monte Carlo results
Lee, Lung-fei
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 179-204
Persistent link: https://www.econbiz.de/10001219990
Saved in:
42
Econometric model determination
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
Saved in:
43
Asymptotic bias in simulated maximum likelihood estimation of discrete choice models
Lee, Lung-fei
- In:
Econometric theory
11
(
1995
)
3
,
pp. 437-483
Persistent link: https://www.econbiz.de/10001186558
Saved in:
44
Fully modified least squares and vector autoregression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1023-1078
Persistent link: https://www.econbiz.de/10001190392
Saved in:
45
The computation of opportunity costs in polychotomous choice models with selectivity
Lee, Lung-fei
- In:
The review of economics and statistics
77
(
1995
)
3
,
pp. 423-435
Persistent link: https://www.econbiz.de/10001192713
Saved in:
46
Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
Lee, Lung-fei
- In:
Journal of econometrics
65
(
1995
)
2
,
pp. 381-428
Persistent link: https://www.econbiz.de/10001173052
Saved in:
47
Trending multiple time series : symposium issue
Phillips, Peter C. B.
(
contributor
)
- In:
Econometric theory
11
(
1995
)
5
,
pp. 811-1176
Persistent link: https://www.econbiz.de/10001195990
Saved in:
48
Advances in econometrics and quantitative economics : essays in honor of Professor C. R. Rao
Phillips, Peter C. B.
;
Srinivasan, Thirukodikaval N.
-
1995
-
1. publ.
Persistent link: https://www.econbiz.de/10013548699
Saved in:
49
Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
Lee, Lung-fei
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 305-344
Persistent link: https://www.econbiz.de/10001155767
Saved in:
50
Some exact distribution theory for maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 73-93
Persistent link: https://www.econbiz.de/10001169511
Saved in:
1
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