//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The econometrics journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Maximum Likelihood and Gaussia...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
Autoregressive regressions
1
Bayes-Statistik
1
Bayesian inference
1
Bubbles
1
Einheitswurzeltest
1
Estimation theory
1
Induktive Statistik
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Regression analysis
1
Regressionsanalyse
1
Schätztheorie
1
Spekulationsblase
1
Statistical inference
1
Statistical theory
1
Statistische Methodenlehre
1
Stochastic process
1
Stochastischer Prozess
1
Unit root test
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsstruktur
1
coefficient-based statistic
1
mildly explosive processes
1
polynomial trends
1
right-tailed unit root test
1
t statistic
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
Undetermined
7
English
3
Author
All
Phillips, Peter C.B.
6
Yu, Jun
5
Phillips, Peter C. B.
2
Sul, Donggyu
2
Chang, Yoosoon
1
Fiorio, Carlo V.
1
Hajivassiliou, Vassilis A.
1
Lieberman, Offer
1
Meyer, Renate
1
Park, Joon Y.
1
Wang, Xiaohu
1
more ...
less ...
Published in...
All
The econometrics journal
Working Papers / School of Economics, Singapore Management University
282
Cowles Foundation Discussion Papers
248
Econometric Theory
83
Journal of econometrics
70
Econometric theory
68
Journal of Econometrics
30
Cowles Foundation discussion paper
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Cowles Foundation Discussion Paper
15
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
15
Working paper
9
Econometric reviews
8
Economics letters
8
Finance Working Papers
7
International economic review
6
The review of financial studies
6
Yale School of Management Working Papers
6
Economics Letters
5
Econometrics Journal
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Monash Econometrics and Business Statistics Working Papers
4
Oxford bulletin of economics and statistics
4
Annals of economics and finance
3
CAFE Research Paper
3
Econometric Reviews
3
Econometrics : open access journal
3
Economic modelling
3
Journal of applied econometrics
3
Journal of business research : JBR
3
Journal of international consumer marketing
3
Journal of internet commerce
3
Microeconomics Working Papers
3
New Zealand economic papers
3
Quantitative economics : QE ; journal of the Econometric Society
3
The journal of consumer marketing
3
Tourism management : research, policies, practice
3
University of California at Santa Barbara, Economics Working Paper Series
3
Annals of Economics and Finance
2
Applied financial economics
2
more ...
less ...
Source
All
OLC EcoSci
7
ECONIS (ZBW)
3
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Gaussian approach for continuous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C.B.
- In:
The econometrics journal
4
(
2001
)
2
,
pp. 210-224
Persistent link: https://www.econbiz.de/10007483857
Saved in:
2
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 198-215
Persistent link: https://www.econbiz.de/10001546183
Saved in:
3
Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24)
Phillips, Peter C. B.
;
Yu, Jun
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 126-130
Persistent link: https://www.econbiz.de/10008845132
Saved in:
4
A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C. B.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
Saved in:
5
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
6
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/10007429837
Saved in:
7
Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C.B.
;
Sul, Donggyu
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 217
Persistent link: https://www.econbiz.de/10007463702
Saved in:
8
Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C.B.
;
Sul, Donggyu
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 217
Persistent link: https://www.econbiz.de/10007463703
Saved in:
9
Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon
;
Park, Joon Y.
;
Phillips, Peter C.B.
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10007486736
Saved in:
10
Bimodal t-ratios: the impact of thick tails on inference
Fiorio, Carlo V.
;
Hajivassiliou, Vassilis A.
;
Phillips, …
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 271-290
Persistent link: https://www.econbiz.de/10008412172
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->