Optimal estimation under nonstandard conditions (Q528003): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2012.01.025
@@ Property / DOI: 10.1016/j.jeconom.2012.01.025 / rank @@
-Normal rank
@@ Property / author @@
-Peter C. B. Phillips
@@ Property / author: Peter C. B. Phillips / rank @@
-Normal rank
@@ Property / author @@
+Peter C. B. Phillips
@@ Property / author: Peter C. B. Phillips / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6714735
@@ Property / zbMATH DE Number: 6714735 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian asymptotics
@@ Property / zbMATH Keywords: Bayesian asymptotics / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+local asymptotic normality
@@ Property / zbMATH Keywords: local asymptotic normality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+locally asymptotic quadratic
@@ Property / zbMATH Keywords: locally asymptotic quadratic / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimality property of MLE
@@ Property / zbMATH Keywords: optimality property of MLE / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak convergence
@@ Property / zbMATH Keywords: weak convergence / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3124743692
@@ Property / OpenAlex ID: W3124743692 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3746657
@@ Property / cites work: Q3746657 / rank @@
+Normal rank
@@ Property / cites work @@
+On convergence of posterior distributions
@@ Property / cites work: On convergence of posterior distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4766399
@@ Property / cites work: Q4766399 / rank @@
+Normal rank
@@ Property / cites work @@
+UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
+Normal rank
@@ Property / cites work @@
+Q4195809
@@ Property / cites work: Q4195809 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
+Normal rank
@@ Property / cites work @@
+Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
+Normal rank
@@ Property / cites work @@
+Q5823924
@@ Property / cites work: Q5823924 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5179663
@@ Property / cites work: Q5179663 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics in statistics: some basic concepts
@@ Property / cites work: Asymptotics in statistics: some basic concepts / rank @@
+Normal rank
@@ Property / cites work @@
+Q3672893
@@ Property / cites work: Q3672893 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
+Normal rank
@@ Property / cites work @@
+On adaptive estimation in nonstationary ARMA models with GARCH errors
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Econometric Model Determination
@@ Property / cites work: Econometric Model Determination / rank @@
+Normal rank
@@ Property / cites work @@
+Folklore Theorems, Implicit Maps, and Indirect Inference
+Normal rank
@@ Property / cites work @@
+Limit theory for moderate deviations from a unit root
+Normal rank
@@ Property / cites work @@
+An Asymtotic Theory of Bayesian Inference for Time Series
+Normal rank
@@ Property / cites work @@
+Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2012.01.025
@@ Property / DOI: 10.1016/J.JECONOM.2012.01.025 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:528003