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~person:"Phillips, Peter C. B."
~subject:"Kointegration"
~subject:"Maximum likelihood estimation"
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Kointegration
Maximum likelihood estimation
Cointegration
82
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51
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51
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43
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43
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34
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84
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Phillips, Peter C. B.
Caporale, Guglielmo Maria
176
Gil-Alaña, Luis A.
134
Narayan, Paresh Kumar
96
Lütkepohl, Helmut
93
Bahmani-Oskooee, Mohsen
86
Belke, Ansgar
83
Nielsen, Morten Ørregaard
75
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71
Rault, Christophe
67
Shahbaz, Muhammad
67
Wagner, Martin
67
Dreger, Christian
60
Chang, Tsangyao
57
Gupta, Rangan
55
Banerjee, Anindya
52
Herzer, Dierk
49
Jusélius, Katarina
48
Saikkonen, Pentti
43
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43
Trenkler, Carsten
43
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42
Beckmann, Joscha
41
Rahbek, Anders
41
Wolters, Jürgen
41
Pesaran, M. Hashem
39
Tiwari, Aviral Kumar
39
Apergēs, Nikolaos
38
Ramírez, Miguel D.
38
Narayan, Seema
36
Hall, Stephen G.
35
Gao, Jiti
34
Siliverstovs, Boriss
34
Strachan, Rodney W.
34
Hassler, Uwe
33
Reimers, Hans-Eggert
32
Cheung, Yin-Wong
31
McAleer, Michael
31
Breitung, Jörg
30
Lee, Chien-chiang
29
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27
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14
Journal of econometrics
11
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10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
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2
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ECONIS (ZBW)
84
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1
Dynamic panel modeling of climate change
Phillips, Peter C. B.
- In:
Econometrics : open access journal
8
(
2020
)
3/30
,
pp. 1-28
standard dynamic panel regression and
cointegration
techniques that have been used in earlier research. The findings reveal …
Persistent link: https://www.econbiz.de/10012265695
Saved in:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2003
Persistent link: https://www.econbiz.de/10001735077
Saved in:
4
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001727120
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
Testing for
cointegration
using principal component methods
Phillips, Peter C. B.
;
Ouliaris, Sam
-
1987
Persistent link: https://www.econbiz.de/10000740642
Saved in:
7
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
5
,
pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853
Saved in:
8
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
Saved in:
9
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik R.
-
1999
Persistent link: https://www.econbiz.de/10001389313
Saved in:
10
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
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