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Estimation theory
57
Schätztheorie
57
Zeitreihenanalyse
42
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41
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40
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40
Einheitswurzeltest
22
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Phillips, Peter C. B.
74
Park, Joon Y.
45
Chang, Yoosoon
20
Yu, Jun
10
Xiao, Zhijie
7
Han, Heejoon
5
Phillips, P. C. B.
5
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3
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2
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2
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2
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1
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1
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1
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Journal of econometrics
Cowles Foundation discussion paper
263
Cowles Foundation Discussion Paper
125
Econometric theory
93
Journal of Econometrics
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Cowles Foundation Discussion Papers
28
Econometric Theory
28
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25
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20
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13
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12
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12
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11
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11
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Econometrics Journal
10
Journal of applied econometrics
10
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8
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8
Working paper series / Department of Economics, University of Missouri-Columbia
8
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8
Journal of Time Series Analysis
7
Journal of monetary economics
7
The review of economic studies
7
CAMA working paper series
6
CAMP working paper series
6
Cowles Foundation paper
6
International review of economics & finance : IREF
6
Journal of Business & Economic Statistics
6
Quantitative economics : QE ; journal of the Econometric Society
6
The American economic review
6
Working Paper Series / Institute for Economic Research, Division of Economics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
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ECONIS (ZBW)
108
OLC EcoSci
23
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1
Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.
;
Park, Joon Y.
;
Chang, Yoosoon
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 219-246
Persistent link: https://www.econbiz.de/10001823127
Saved in:
2
Index models with integrated time series
Chang, Yoosoon
;
Park, Joon Y.
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
Saved in:
3
Bootstrapping cointegrating regressions
Chang, Yoosoon
;
Park, Joon Y.
;
Song, Kyungchul
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 703-739
Persistent link: https://www.econbiz.de/10003359625
Saved in:
4
Extracting a common stochastic trend : theory with some applications
Chang, Yoosoon
;
Miller, J. Isaac
;
Park, Joon Y.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003858585
Saved in:
5
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
6
Nonstationarity in time series of state densities
Chang, Yoosoon
;
Kim, Chang Sik
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
Saved in:
7
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon
;
Kaufmann, Robert Kurt
;
Kim, Chang Sik
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
Saved in:
8
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:
9
Conditional and unconditional statistical independence
Phillips, Peter C. B.
- In:
Journal of econometrics
3
(
1988
),
pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
Saved in:
10
Trending time series and macroeconomic activity : some present and future challenges
Phillips, Peter C. B.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 21-27
Persistent link: https://www.econbiz.de/10001546133
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