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~person:"Phillips, Peter C. B."
~subject:"Stochastic process"
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Stochastic process
Theorie
337
Theory
337
Time series analysis
129
Zeitreihenanalyse
129
Stochastischer Prozess
59
Einheitswurzeltest
57
Unit root test
57
Estimation theory
53
Schätztheorie
53
Regression analysis
46
Regressionsanalyse
46
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Autocorrelation
29
Autokorrelation
29
Cointegration
29
Panel
29
Panel study
29
Kointegration
28
Bubbles
26
Econometrics
26
Spekulationsblase
26
Ökonometrie
26
Statistical test
25
Statistischer Test
25
Estimation
21
Schätzung
21
Method of moments
20
Momentenmethode
20
Modellierung
18
Scientific modelling
18
Financial crisis
16
Finanzkrise
16
Bias
15
Systematischer Fehler
14
Bootstrap approach
13
Bootstrap-Verfahren
13
Nichtlineare Regression
13
Nonlinear regression
13
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Free
32
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7
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Book / Working Paper
38
Article
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Arbeitspapier
26
Graue Literatur
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Non-commercial literature
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20
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English
59
Author
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Phillips, Peter C. B.
Koopman, Siem Jan
42
Sethi, Suresh
42
Escudero, Laureano F.
39
Post, Thierry
32
Barndorff-Nielsen, Ole E.
30
McAleer, Michael
30
Platen, Eckhard
29
Yu, Jun
29
Chiarella, Carl
28
Gendreau, Michel
24
Zhang, Qing
23
Chan, Joshua
22
Linton, Oliver
22
Gao, Jiti
21
Inderfurth, Karl
21
Kohlmann, Michael
21
Kleijnen, Jack P. C.
20
Asai, Manabu
19
Batabyal, Amitrajeet A.
19
Whang, Yoon-jae
19
Benth, Fred Espen
18
Clark, Todd E.
18
Küchler, Uwe
18
Stein, Jerome L.
18
Taylor, Robert
18
Garín, María Araceli
17
Shephard, Neil G.
17
Wirjanto, Tony S.
17
Föllmer, Hans
16
Kraft, Holger
16
Maggioni, Francesca
16
Mumtaz, Haroon
16
Topaloglou, Nikolas
16
Arvanitis, Stelios
15
Escobar, Marcos
15
Kilian, Lutz
15
Pérez, Gloría
15
Shapiro, Alexander
15
Siu, Tak Kuen
15
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Cowles Foundation discussion paper
18
Cowles Foundation Discussion Paper
9
Journal of econometrics
7
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
Econometric reviews
1
Economics letters
1
Global COE Hi-Stat discussion paper series
1
Journal of applied econometrics
1
Journal of quantitative economics
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
The econometrics journal
1
Time series analysis : in memory of E. J. Hannan
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
2
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001389305
Saved in:
3
New tools for understanding spurious regressions
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1299-1325
Persistent link: https://www.econbiz.de/10001252665
Saved in:
4
Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping
;
Phillips, Peter C. B.
- In:
Economics letters
172
(
2018
),
pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
Saved in:
5
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
6
Weak convergence to stochastic integrals for econometric applications
Liang, Hanying
;
Phillips, Peter C. B.
;
Wang, Hanchao
; …
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1349-1375
Persistent link: https://www.econbiz.de/10011661978
Saved in:
7
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
-
2014
Persistent link: https://www.econbiz.de/10010464140
Saved in:
8
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
9
Fractional Brownian motion as a differentiable generalized Gaussian process
Zinde-Walsh, Victoria
;
Phillips, Peter C. B.
-
2003
Persistent link: https://www.econbiz.de/10001735076
Saved in:
10
Efficiency gains from quasi-differencing under nonstationarity
Phillips, Peter C. B.
;
Lee, Chin Chin
-
1996
Persistent link: https://www.econbiz.de/10001589738
Saved in:
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