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~language:"eng"
~type_genre:"Article in journal"
~person:"Phillips, Peter C. B."
~subject:"Maximum-Likelihood-Schätzung"
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Maximum-Likelihood-Schätzung
Theorie
143
Theory
143
Estimation theory
91
Schätztheorie
91
Time series analysis
87
Zeitreihenanalyse
87
Regression analysis
40
Regressionsanalyse
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Einheitswurzeltest
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33
Cointegration
31
Kointegration
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Nonparametric statistics
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Stochastischer Prozess
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Phillips, Peter C. B.
Lee, Lung-fei
24
Koopman, Siem Jan
13
Tsionas, Efthymios G.
12
Jin, Fei
9
Pfaffermayr, Michael
8
Tran, Kien C.
8
Yu, Jihai
8
Li, Kunpeng
7
Yu, Jun
7
Fiorentini, Gabriele
6
Francq, Christian
6
Greene, William H.
6
Iglesias, Emma M.
6
Kumbhakar, Subal
6
Lai, Hung-pin
6
Sentana, Enrique
6
Zakoïan, Jean-Michel
6
Aït-Sahalia, Yacine
5
Egger, Peter
5
Hurn, Stan
5
Lieberman, Offer
5
Liesenfeld, Roman
5
Lindsay, Kenneth A.
5
Nadarajah, Saralees
5
Nielsen, Morten Ørregaard
5
Otsu, Taisuke
5
Wang, Hansheng
5
Wooldridge, Jeffrey M.
5
Zha, Tao
5
Bai, Jushan
4
Bao, Yong
4
Bartolucci, Francesco
4
Chen, Xiaohong
4
Choi, Seungmoon
4
Johansen, Søren
4
Li, Dong
4
McAleer, Michael
4
Parmeter, Christopher F.
4
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Journal of econometrics
3
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Oxford bulletin of economics and statistics
1
The econometrics journal
1
The review of financial studies
1
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ECONIS (ZBW)
8
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1
Model selection in the presence of incidental parameters
Lee, Yoonseok
;
Phillips, Peter C. B.
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 474-489
Persistent link: https://www.econbiz.de/10011503635
Saved in:
2
First difference maximum likelihood and dynamic panel estimation
Han, Chirok
;
Phillips, Peter C. B.
- In:
Journal of econometrics
175
(
2013
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10009749365
Saved in:
3
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10003858462
Saved in:
4
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
Saved in:
5
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
6
Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
20
(
2004
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10002068210
Saved in:
7
Nonstationary binary choice
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
Saved in:
8
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:
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