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~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Statistical test"
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Estimation theory
Statistical test
Theorie
337
Theory
337
Time series analysis
125
Zeitreihenanalyse
125
Stochastic process
59
Stochastischer Prozess
59
Einheitswurzeltest
57
Unit root test
57
Schätztheorie
53
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46
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46
Nichtparametrisches Verfahren
34
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34
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29
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English
75
Author
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Phillips, Peter C. B.
Pesaran, M. Hashem
98
Härdle, Wolfgang
77
Andrews, Donald W. K.
56
Franses, Philip Hans
54
Swanson, Norman R.
54
Gouriéroux, Christian
50
McAleer, Michael
49
Heckman, James J.
45
Newey, Whitney K.
43
Dufour, Jean-Marie
41
Bera, Anil K.
40
Linton, Oliver
39
Krämer, Walter
38
Baltagi, Badi H.
37
Giles, David E. A.
37
Lütkepohl, Helmut
37
Imbens, Guido
36
Horowitz, Joel
34
King, Maxwell L.
33
Li, Qi
31
Robinson, Peter M.
31
Dette, Holger
30
Whang, Yoon-jae
29
White, Halbert
29
Saikkonen, Pentti
28
Corradi, Valentina
27
Hahn, Jinyong
27
Hsiao, Cheng
27
McCracken, Michael W.
27
Wolf, Michael
27
Davidson, Russell
26
Diebold, Francis X.
26
Granger, C. W. J.
26
MacKinnon, James G.
26
Ohtani, Kazuhiro
26
Stahlecker, Peter
26
Ullah, Aman
26
Zakoïan, Jean-Michel
26
Brännäs, Kurt
25
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Cowles Foundation discussion paper
21
Journal of econometrics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Econometric theory
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
5
Cowles Foundation Discussion Paper
3
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
International economic review
2
CAFE Research Paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / Department of Economics, University of California San Diego
1
Econometric reviews
1
Handbook of econometrics ; Vol. 1
1
Journal of financial econometrics
1
NCER working paper series
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
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ECONIS (ZBW)
75
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75
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1
Best median unbiased estimation in linear regression with bounded asymmetric loss functions
Andrews, Donald W. K.
;
Phillips, Peter C. B.
-
1986
Persistent link: https://www.econbiz.de/10000951483
Saved in:
2
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:
3
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:
4
Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10000848865
Saved in:
5
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
6
Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.
;
Loretan, Mico
-
1990
Persistent link: https://www.econbiz.de/10000792321
Saved in:
7
Asymptotic equivalence of OLS and GLS in regressions with integrated regressors
Phillips, Peter C. B.
;
Park, Joon Y.
-
1987
-
Rev
Persistent link: https://www.econbiz.de/10000760970
Saved in:
8
Statistical inference in regressions with integrated processes
Park, Joon Y.
- In:
Econometric theory
(
1988
)
Persistent link: https://www.econbiz.de/10001272711
Saved in:
9
Exact small sample theory in the simultaneous equations model
Phillips, Peter C. B.
-
1992
Persistent link: https://www.econbiz.de/10001327453
Saved in:
10
LM tests for a unit root in the presence of deterministic trends
Schmidt, Peter
- In:
Oxford bulletin of economics and statistics
54
(
1992
)
3
,
pp. 257-287
Persistent link: https://www.econbiz.de/10001330274
Saved in:
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