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~person:"Phillips, Peter C. B."
~subject:"Statistische Verteilung"
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Statistische Verteilung
Theorie
337
Theory
337
Estimation theory
298
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298
Time series analysis
204
Zeitreihenanalyse
204
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131
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83
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83
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75
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75
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71
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70
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65
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37
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Phillips, Peter C. B.
Härdle, Wolfgang
39
Fabozzi, Frank J.
36
Dijk, Herman K. van
35
Račev, Svetlozar T.
33
Lucas, André
30
Opschoor, Anne
29
Einmahl, John H. J.
28
Paolella, Marc S.
26
Landsman, Zinoviy
24
Nadarajah, Saralees
24
Ravazzolo, Francesco
24
Hoogerheide, Lennart
21
Hoogerheide, Lennart F.
19
Kotz, Samuel
19
Swanson, Norman R.
19
Bollerslev, Tim
18
Casarin, Roberto
18
Furman, Edward
18
Kim, Young Shin
18
Madan, Dilip B.
18
Perote, Javier
18
Segers, Johan
18
Corradi, Valentina
17
Fischer, Matthias
17
Linton, Oliver
17
Grassi, Stefano
16
Griffiths, William E.
16
Vries, Casper G. de
16
Wu, Ximing
16
Bottazzi, Giulio
15
Hallin, Marc
15
Lux, Thomas
15
Postlewaite, Andrew
15
Sentana, Enrique
15
Vernic, Raluca
15
van Dijk, H. K.
15
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14
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14
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4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
27
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1
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
2
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
-
2018
. Limit
theory
for the sample kurtosis reveals that STUR specifications provide two sources of excess kurtosis, both of which …
Persistent link: https://www.econbiz.de/10011948760
Saved in:
3
HAR Testing for Spurious Regression in Trend
Phillips, Peter C. B.
-
2018
. Concordant with existing
theory
(Phillips, 1986, 1998; Sun, 2004, 2014), the usual t test and HAC standardized test fail to …
Persistent link: https://www.econbiz.de/10012906697
Saved in:
4
Minimum distance testing and top income shares in Korea /
Cho, Jin Seo
;
Park, Myung-Ho
;
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312313
Saved in:
5
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
6
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
7
Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618860
Saved in:
8
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842069
Saved in:
9
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo
;
Han, Chirok
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842080
Saved in:
10
LAD Asymptotics Under Conditional Heteroskedasticity with Possibly Infinite Error Densities
Cho, Jin Seo
-
2009
heteroskedasticity and serial correlation. The limit
theory
of the LAD estimator is obtained without assuming the finite density …
Persistent link: https://www.econbiz.de/10013159223
Saved in:
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