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1
المؤلفون: Ke Miao, Peter C.B. Phillips, Liangjun Su
المصدر: Journal of Econometrics. 233:155-183
مصطلحات موضوعية: Economics and Econometrics, Applied Mathematics
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2
المؤلفون: Ying Wang, Peter C.B. Phillips
المصدر: Journal of Econometrics. 232:469-489
مصطلحات موضوعية: Economics and Econometrics, Asymptotic analysis, Applied Mathematics, Convergence (routing), Econometrics, Kernel regression, Sample (statistics), Variance (accounting), Regression, Limit theory, Term (time), Mathematics
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3
المؤلفون: Peter C.B. Phillips, Maria Kyriacou, Francesca Rossi
مصطلحات موضوعية: Robustification, Economics and Econometrics, Heteroscedasticity, Robust methods, Computer science, Monte Carlo method, Unknown heteroskedasticity, Estimator, Indirect Inference, Spatial autoregression, Weights matrix, Indirect inference, Homoscedasticity, Ordinary least squares, Econometrics, Likelihood function, Social Sciences (miscellaneous), Mathematics, Generalized method of moments
وصف الملف: text
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4
المؤلفون: Jin Seo Cho, Juwon Seo, Peter C.B. Phillips
المصدر: International Economic Review. 63:391-456
مصطلحات موضوعية: Economics and Econometrics, Data Applied, Statistics, Inference, Conditional expectation, Parametric statistics, Mathematics
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5
المؤلفون: Shuping Shi, Peter C.B. Phillips
المصدر: Journal of Economic Surveys. 37:159-186
مصطلحات موضوعية: Estimation, Economics and Econometrics, 050208 finance, Financial asset, 05 social sciences, Unobservable, Identification (information), 0502 economics and business, Financial crisis, Econometrics, Economics, Endogeneity, 050207 economics, Technical definition, Economic bubble
وصف الملف: text
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6
المؤلفون: Ryan Greenaway-McGrevy, Peter C.B. Phillips
المصدر: Journal of Urban Economics. 136:103555
مصطلحات موضوعية: Urban Studies, Economics and Econometrics
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7
المؤلفون: Yanbo Liu, Peter C.B. Phillips
المصدر: Journal of Econometrics.
مصطلحات موضوعية: Economics and Econometrics, Applied Mathematics
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8
المؤلفون: Ryan Greenaway-McGrevy, Peter C.B. Phillips
المصدر: New Zealand Economic Papers. 55:1-6
مصطلحات موضوعية: House price, Economic policy, Financial crisis, Business, General Economics, Econometrics and Finance, Metropolitan area
وصف الملف: text
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9
المؤلفون: Qiying Wang, Peter C.B. Phillips
المصدر: Econometric Theory. :1-13
مصطلحات موضوعية: 010104 statistics & probability, Economics and Econometrics, Mathematical optimization, Nonlinear system, 0502 economics and business, 05 social sciences, Bandwidth (signal processing), 0101 mathematics, 01 natural sciences, Social Sciences (miscellaneous), Regression, 050205 econometrics, Mathematics
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10
المؤلفون: Jiti Gao, Degui Li, Peter C.B. Phillips
المصدر: Journal of Econometrics. 215:607-632
مصطلحات موضوعية: Statistics::Theory, Economics and Econometrics, Cointegration, Applied Mathematics, 05 social sciences, Estimator, 01 natural sciences, 010104 statistics & probability, Kernel (statistics), 0502 economics and business, Covariate, Kernel smoother, Test statistic, Econometrics, Statistical inference, Applied mathematics, Statistics::Methodology, Kernel regression, 050207 economics, 0101 mathematics, Degeneracy (mathematics), 050205 econometrics, Mathematics
وصف الملف: text; application/pdf
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11
المؤلفون: Peter C.B. Phillips, Qiying Wang, Ioannis Kasparis
المصدر: Econometric Theory. 37:138-168
مصطلحات موضوعية: Statistics::Theory, Economics and Econometrics, Statistics::Applications, Nonparametric statistics, Latent variable, Regression, Statistics::Computation, Statistics::Machine Learning, Variable (computer science), Autoregressive model, Econometrics, Statistics::Methodology, Kernel regression, Spurious relationship, Proxy (statistics), Social Sciences (miscellaneous), Mathematics
وصف الملف: text
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12
المؤلفون: Peter C.B. Phillips, Offer Lieberman
المصدر: Journal of Econometrics. 215:257-285
مصطلحات موضوعية: Normalization (statistics), Economics and Econometrics, Autoregressive model, Valuation of options, Applied Mathematics, Mathematical finance, Econometrics, Kurtosis, Applied mathematics, Unit root, Endogeneity, Random walk, Mathematics
وصف الملف: text
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13Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression
المؤلفون: Peter C.B. Phillips, Degui Li, Jiti Gao
مصطلحات موضوعية: Economics and Econometrics, Cointegration, Functional coefficients, Kernel degeneracy, Nonparametric kernel smoothing, Random coordinate rotation, Super-consistency, Uniform convergence rates, Time varying coefficients, Uniform convergence, 01 natural sciences, 010104 statistics & probability, Consistency (statistics), 0502 economics and business, Linear regression, Convergence (routing), Statistics, Applied mathematics, 0101 mathematics, 050205 econometrics, Mathematics, Cointegration, Functional coefficients, Kernel degeneracy, Nonparametric kernel smoothing, Random coordinate rotation, Super-consistency, Uniform convergence rates, Time varying coefficients. [and phrases], 05 social sciences, Nonparametric statistics, Estimator, jel:C13, jel:C32, jel:C14, Nonparametric regression, Econometric and statistical methods, Kernel (statistics), Econometrics not elsewhere classified, Social Sciences (miscellaneous)
وصف الملف: application/pdf
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14
المؤلفون: Qiying Wang, Peter C.B. Phillips, Zhishui Hu
مصطلحات موضوعية: Economics and Econometrics, Nonlinear system, Asymptotic analysis, Heteroscedasticity, Weak convergence, Series (mathematics), Econometrics, Statistics::Methodology, Endogeneity, Nonlinear regression, Social Sciences (miscellaneous), Regression, Mathematics
وصف الملف: text
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15
المؤلفون: Shuping Shi, Peter C.B. Phillips
المصدر: Oxford Bulletin of Economics and Statistics. 81:1336-1361
مصطلحات موضوعية: Statistics and Probability, Finance, Economics and Econometrics, Credit default swap, business.industry, Financial economics, 05 social sciences, Market liquidity, Economic data, Market risk, 8. Economic growth, 0502 economics and business, Government bond, Economics, media_common.cataloged_instance, 050207 economics, Statistics, Probability and Uncertainty, European union, Market sentiment, business, Social Sciences (miscellaneous), 050205 econometrics, media_common, Credit risk
وصف الملف: text
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16
المؤلفون: Donggyu Sul, Jianning Kong, Peter C.B. Phillips
المصدر: Journal of Econometrics. 209:185-207
مصطلحات موضوعية: Inflation, Economics and Econometrics, Series (mathematics), Applied Mathematics, media_common.quotation_subject, 05 social sciences, Null (mathematics), 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Convergence (routing), Econometrics, Convergence tests, Symbolic convergence theory, 0101 mathematics, Divergence (statistics), 050205 econometrics, Mathematics, media_common, Panel data
وصف الملف: text
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17
المؤلفون: Stan Hurn, Shuping Shi, Peter C.B. Phillips
المصدر: Journal of Financial Econometrics. 18:158-180
مصطلحات موضوعية: Economics and Econometrics, 05 social sciences, Inference, Sample (statistics), Causality (physics), Granger causality, Autoregressive model, 0502 economics and business, Statistics, Econometrics, Economics, Limit (mathematics), Forward algorithm, 050207 economics, Finance, Change detection, 050205 econometrics
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18
المؤلفون: Liang Jiang, Xiaobin Liu, Yichong Zhang, Peter C.B. Phillips
مصطلحات موضوعية: Pointwise, Economics and Econometrics, Randomized experiment, Econometrics (econ.EM), Inference, Inverse, Estimator, Sample (statistics), Confidence interval, FOS: Economics and business, Algorithm, Social Sciences (miscellaneous), Economics - Econometrics, Quantile, Mathematics
وصف الملف: text
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19
المؤلفون: Igor Kheifets, Peter C.B. Phillips
مصطلحات موضوعية: Economics and Econometrics, Short run, Estimation theory, Applied Mathematics, Econometrics (econ.EM), Mathematics - Statistics Theory, Statistics Theory (math.ST), Least squares, FOS: Economics and business, Singularity, Autoregressive model, Parametric model, FOS: Mathematics, Applied mathematics, Statistics::Methodology, Conditional variance, Parametric statistics, Mathematics, Economics - Econometrics
وصف الملف: text
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20
المؤلفون: Zhentao Shi, Peter C.B. Phillips
مصطلحات موضوعية: FOS: Computer and information sciences, Polynomial, Economics and Econometrics, Boosting (machine learning), Current (mathematics), Computer science, Econometrics (econ.EM), Machine Learning (stat.ML), Limit theory, FOS: Economics and business, Simple (abstract algebra), Statistics - Machine Learning, 0502 economics and business, Econometrics, 050207 economics, 050205 econometrics, Economics - Econometrics, 05 social sciences, Nonparametric statistics, Filter (signal processing), Economic data, Autoregressive model, Hodrick–Prescott filter, Unit root, Algorithm, Smoothing
وصف الملف: text