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subject:"United States"
~person:"Engle, Robert F."
~person:"Horowitz, Joel"
~person:"Phillips, Peter C. B."
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Statistical distribution"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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United States
Asymmetric information
Economic growth
Estimation theory
Statistical distribution
Theorie
232
Theory
232
Time series analysis
73
Zeitreihenanalyse
73
Schätztheorie
60
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Stochastic process
23
Stochastischer Prozess
23
Regression analysis
22
Regressionsanalyse
22
Econometrics
20
Einheitswurzeltest
20
Estimation
20
Schätzung
20
Unit root test
20
Ökonometrie
20
USA
18
Cointegration
17
Kointegration
16
Panel
13
Panel study
13
Bootstrap approach
12
Bootstrap-Verfahren
12
Statistical test
12
Statistischer Test
12
Autocorrelation
10
Autokorrelation
10
IV-Schätzung
10
Instrumental variables
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
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Forecasting model
9
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Statistical theory
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85
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Aufsatz im Buch
Aufsatz in Zeitschrift
Conference proceedings
Systematic review
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80
Arbeitspapier
57
Graue Literatur
57
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57
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Aufsatzsammlung
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Collection of articles of several authors
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English
85
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Engle, Robert F.
Horowitz, Joel
Phillips, Peter C. B.
Heckman, James J.
38
Andrews, Donald W. K.
34
Li, Qi
31
Newey, Whitney K.
31
Baltagi, Badi H.
30
Fabozzi, Frank J.
29
Pesaran, M. Hashem
28
Stock, James H.
28
Turnovsky, Stephen J.
28
Aghion, Philippe
26
Gouriéroux, Christian
26
Acemoglu, Daron
24
Audretsch, David B.
24
Chavas, Jean-Paul
24
Diebold, Francis X.
24
Franses, Philip Hans
24
Gupta, Rangan
24
Hall, Robert Ernest
24
Afonso, Oscar
23
McAleer, Michael
23
Batabyal, Amitrajeet A.
22
Christiano, Lawrence J.
22
Härdle, Wolfgang
22
Ohtani, Kazuhiro
22
Swanson, Norman R.
22
Bollerslev, Tim
21
Giles, David E. A.
21
Glaeser, Edward L.
21
Hausman, Jerry A.
21
King, Maxwell L.
21
Krämer, Walter
21
Steel, Mark F. J.
21
Ullah, Aman
21
Granger, C. W. J.
20
Kumbhakar, Subal
20
Račev, Svetlozar T.
20
Auerbach, Alan J.
19
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Journal of econometrics
11
Econometric theory
10
Journal of applied econometrics
5
The review of economic studies
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of monetary economics
2
Journal of urban economics
2
The econometrics journal
2
The review of financial studies
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Advances in futures and options research : a research annual
1
Annual review of economics
1
Econometric reviews
1
Economics to econometrics : contributions in honor of Daniel L. McFadden
1
Handbook of econometrics ; Vol. 1
1
Handbook of econometrics ; Vol. 4
1
International economic review
1
Jingji-lunwen
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of international money and finance
1
New Zealand economic papers
1
Papers in honor of Patrick C. McMahon
1
Review of derivatives research
1
Robust inference
1
Special issue on new developments in time series econometrics
1
Special issue on topics in applied econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
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ECONIS (ZBW)
85
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85
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1
Economic transition and growth : a replication
Schnurbus, Joachim
;
Haupt, Harry
;
Meier, Verena
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1039-1042
Persistent link: https://www.econbiz.de/10011862973
Saved in:
2
Ill-posed inverse problems in economics
Horowitz, Joel
- In:
Annual review of economics
6
(
2014
),
pp. 21-51
Persistent link: https://www.econbiz.de/10011379933
Saved in:
3
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 282-294
Persistent link: https://www.econbiz.de/10009159989
Saved in:
4
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
Saved in:
5
The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
Saved in:
6
Bimodal t-ratios : the impact of thick tails on inference
Fiorio, Carlo V.
;
Hajivassiliou, Vassilis Argyrou
; …
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 271-289
Persistent link: https://www.econbiz.de/10003978526
Saved in:
7
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
Saved in:
8
Economic transition and growth
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of applied econometrics
24
(
2009
)
7
,
pp. 1153-1185
Persistent link: https://www.econbiz.de/10003931469
Saved in:
9
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
Saved in:
10
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
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