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~isPartOf:"Annals of economics and finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of financial studies"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~person:"Yu, Jun"
~subject:"Bias"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Latent variable models"
~subject:"Panel study"
~subject:"Regression analysis"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Bias
Consumer behaviour
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64
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64
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56
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Phillips, Peter C. B.
Taylor, Robert
Yu, Jun
Bollerslev, Tim
22
Su, Liangjun
22
Todorov, Viktor
20
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19
Gao, Jiti
18
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18
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16
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15
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14
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13
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13
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13
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13
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13
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12
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11
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11
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11
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10
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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9
Xiao, Zhijie
9
Fan, Jianqing
8
Gouriéroux, Christian
8
Hallin, Marc
8
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8
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8
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Annals of economics and finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
The review of financial studies
Econometric theory
22
Econometric reviews
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
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6
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3
Economics letters
3
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2
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2
Oxford bulletin of economics and statistics
2
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1
Applied financial economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Games and economic behavior
1
International economic review
1
International journal of industrial organization
1
Journal of business research : JBR
1
Journal of empirical finance
1
Journal of interdisciplinary economics
1
Journal of international consumer marketing
1
Journal of urban economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The globalisation of Chinese business : implications for multinational investors
1
The journal of consumer marketing
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ECONIS (ZBW)
50
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50
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
3
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
4
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
5
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
6
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
7
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
8
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
9
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:
10
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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