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~isPartOf:"Annals of economics and statistics"
~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"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Phillips, Peter C. B."
~person:"Swanson, Norman R."
~person:"Yu, Jun"
~subject:"Bias"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Panel study"
~subject:"Regression analysis"
~subject:"Regressionsanalyse"
~subject:"Time series 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
Konsumentenverhalten
Panel study
Regression analysis
Regressionsanalyse
Time series analysis
Volatility
Theorie
65
Theory
65
Estimation theory
50
Schätztheorie
50
Zeitreihenanalyse
38
Stochastic process
16
Stochastischer Prozess
16
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
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14
Kointegration
14
Einheitswurzeltest
13
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13
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13
Statistical test
13
Statistischer Test
13
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13
Estimation
11
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11
Panel
9
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9
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9
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9
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7
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7
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7
Markov chain
6
Markov-Kette
6
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6
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6
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5
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5
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5
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63
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Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
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65
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2
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2
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Bulgarian
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Phillips, Peter C. B.
Swanson, Norman R.
Yu, Jun
Taylor, Robert
31
Su, Liangjun
28
Bollerslev, Tim
23
Gao, Jiti
23
Linton, Oliver
23
Ghysels, Eric
22
Todorov, Viktor
21
Tauchen, George Eugene
20
Koop, Gary
19
Robinson, Peter M.
19
Leybourne, Stephen James
17
Bai, Jushan
16
Li, Qi
16
Park, Joon Y.
16
Pesaran, M. Hashem
16
Westerlund, Joakim
16
Xiao, Zhijie
16
Aït-Sahalia, Yacine
15
Koopman, Siem Jan
15
Andersen, Torben
14
Baltagi, Badi H.
14
Chen, Songnian
14
Gouriéroux, Christian
14
Perron, Pierre
14
Hallin, Marc
13
Ng, Serena
13
Cai, Zongwu
12
Galvão Júnior, Antônio Fialho
12
Harvey, Andrew C.
12
Marcellino, Massimiliano
12
McAleer, Michael
12
Patton, Andrew J.
12
Zhu, Ke
12
Cavaliere, Giuseppe
11
Chen, Xiaohong
11
Corradi, Valentina
11
Dufour, Jean-Marie
11
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Annals of economics and statistics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Econometric theory
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Econometric reviews
12
The econometrics journal
9
Econometrics : open access journal
7
Economics letters
6
Journal of empirical finance
4
Annals of economics and finance
3
International journal of forecasting
3
The review of financial studies
3
Applied financial economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economic review
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford bulletin of economics and statistics
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Games and economic behavior
1
International journal of industrial organization
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of business research : JBR
1
Journal of international consumer marketing
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Journal of urban economics
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
New Zealand economic papers
1
Quantitative finance and economics
1
Special issue on new developments in time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
65
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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
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
3
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:
4
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:
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
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:
8
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:
9
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:
10
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
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