//--> //--> //--> //-->
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
~isPartOf:"Applied financial economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic modelling"
~language:"eng"
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Theorie
26
Theory
26
Time series analysis
13
Zeitreihenanalyse
13
Estimation theory
11
Schätztheorie
11
Regression analysis
6
Regressionsanalyse
6
Cointegration
4
Kointegration
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Autocorrelation
3
Autokorrelation
3
Estimation
3
Forecasting model
3
Hedging
3
Method of moments
3
Momentenmethode
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Prognoseverfahren
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Commodity derivative
2
Derivat
2
Derivative
2
Econometrics
2
Einheitswurzeltest
2
Panel
2
Panel study
2
Rohstoffderivat
2
Statistical theory
2
Statistische Methodenlehre
2
Unit root test
2
Volatility
2
Volatilität
2
Ökonometrie
2
1979-2002
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
Article
Conference paper
Aufsatz in Zeitschrift
37
Language
All
English
Author
All
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Andrews, Donald W. K.
32
Shahbaz, Muhammad
23
Narayan, Paresh Kumar
22
Newey, Whitney K.
22
Faff, Robert W.
21
Arouri, Mohamed
20
Brooks, Robert
20
Lee, Chien-chiang
19
Madura, Jeff
19
Caporale, Guglielmo Maria
17
Jawadi, Fredj
17
Anwar, Sajid
16
Gupta, Rangan
16
Hall, Stephen G.
16
McMillan, David G.
16
Kouretas, Georgios P.
15
Nguyen, Duc Khuong
15
Smyth, Russell
15
Whalley, John
15
Afonso, Oscar
14
Chang, Tsangyao
14
Gul, Faruk
14
Hamori, Shigeyuki
14
Tiwari, Aviral Kumar
14
Gil-Alaña, Luis A.
13
Hassan, M. Kabir
13
Moosa, Imad A.
13
Reny, Philip J.
13
Tsionas, Efthymios G.
13
Zame, William R.
13
Chaudhuri, Sarbajit
12
Duffie, Darrell
12
Dufrénot, Gilles
12
Fudenberg, Drew
12
Horowitz, Joel
12
Imbens, Guido
12
Lucey, Brian M.
12
Morana, Claudio
12
Su, Chi-Wei
12
more ...
less ...
Published in...
All
Applied financial economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economic modelling
Econometric theory
67
Journal of econometrics
66
The journal of futures markets
51
International review of economics & finance : IREF
33
Econometric reviews
16
Economics letters
16
The North American journal of economics and finance : a journal of financial economics studies
15
The econometrics journal
12
International review of financial analysis
11
Applied economics
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of applied econometrics
8
Finance research letters
7
International economic review
7
Education economics
6
New Zealand economic papers
6
Oxford bulletin of economics and statistics
6
Review of quantitative finance and accounting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economics and finance
4
Journal of empirical finance
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
4
The review of economic studies
4
Econometrics
3
Econometrics : open access journal
3
Economic and political studies : EPS
3
Journal of development economics
3
Journal of economic surveys
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of population economics
3
Pacific economic review
3
Research in finance
3
The International trade journal
3
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
3
Advances in investment analysis and portfolio management : a research annual
2
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
2
Peer effects and shadow education
Pan, Zheng
;
Lien, Da-hsiang Donald
;
Wang, Hao
- In:
Economic modelling
111
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013349058
Saved in:
3
Identifying latent structures in panel data
Su, Liangjun
;
Shi, Zhentao
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2215-2264
Persistent link: https://www.econbiz.de/10011791226
Saved in:
4
Exchange-traded funds, liquidity and volatility
Krause, Timothy
;
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1617-1630
Persistent link: https://www.econbiz.de/10010460931
Saved in:
5
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
6
Folkore theorems, implicit maps, and indirect inference
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 425-454
Persistent link: https://www.econbiz.de/10009507902
Saved in:
7
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
8
Structural nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
6
,
pp. 1901-1948
Persistent link: https://www.econbiz.de/10003943451
Saved in:
9
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
10
Transition modeling and econometric convergence tests
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1771-1855
Persistent link: https://www.econbiz.de/10003611996
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->