//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~language:"eng"
~person:"Phillips, Peter C. B."
~subject:"Time series analysis"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation theory
26
Schätztheorie
26
Theorie
23
Theory
23
Zeitreihenanalyse
19
Regression analysis
14
Regressionsanalyse
14
Cointegration
10
Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Kointegration
9
Schätzung
9
Bubbles
8
Einheitswurzeltest
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Spekulationsblase
8
Unit root test
8
Immobilienpreis
7
Real estate price
7
Econometrics
6
Immobilienmarkt
6
Real estate market
6
Ökonometrie
6
Panel
5
Panel study
5
Statistical test
5
Statistischer Test
5
Endogeneity
4
Housing market
4
Nichtlineare Regression
4
Nonlinear regression
4
Wohnungsmarkt
4
Autocorrelation
3
Autokorrelation
3
Autoregression
3
Correlation
3
Economists
3
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Amtsdruckschrift
Article in journal
Aufsatz in Zeitschrift
19
Aufsatz im Buch
1
Book section
1
Language
All
English
Author
All
Phillips, Peter C. B.
Gil-Alaña, Luis A.
64
Gupta, Rangan
55
Chang, Tsangyao
23
Koopman, Siem Jan
21
Tiwari, Aviral Kumar
21
Petropoulos, Fotios
18
Spiliotis, Evangelos
17
Taylor, Robert
17
Chan, Joshua
16
Hyndman, Rob J.
16
Assimakopoulos, V.
15
Caporale, Guglielmo Maria
15
Ranjbar, Omid
15
Ma, Feng
14
Wang, Shouyang
14
Gao, Jiti
13
Makridakis, Spyros G.
13
McAleer, Michael
13
McElroy, Tucker
13
Miller, Stephen M.
13
Nonejad, Nima
13
Omay, Tolga
13
Perron, Pierre
13
Balcilar, Mehmet
12
Camacho, Maximo
12
Kang, Yanfei
12
Li, Jia
12
Marcellino, Massimiliano
12
Moosa, Imad A.
12
Wohar, Mark E.
12
Leybourne, Stephen James
11
Lucas, André
11
Athanasopoulos, George
10
Blazsek, Szabolcs
10
Boubaker, Heni
10
Cavaliere, Giuseppe
10
Ghysels, Eric
10
Hendry, David F.
10
Hong, Yongmiao
10
more ...
less ...
Published in...
All
Journal of econometrics
12
Econometric theory
3
Econometric reviews
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of quantitative economics
1
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
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:
3
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
4
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
5
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
6
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
7
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
8
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
9
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
Saved in:
10
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->