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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Estimation"
~subject:"Stochastischer Prozess"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Article"
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Estimation
Stochastischer Prozess
United States
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8
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7
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4
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4
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4
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Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Madura, Jeff
14
Pesaran, M. Hashem
11
Taylor, Mark P.
9
Kilian, Lutz
8
MacDonald, Ronald
8
Becchetti, Leonardo
7
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5
Chinn, Menzie David
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5
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5
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Kumbhakar, Subal
5
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5
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5
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5
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Applied financial economics
Journal of applied econometrics
Journal of international money and finance
Journal of econometrics
17
The journal of futures markets
10
Econometric theory
9
International review of economics & finance : IREF
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
3
International review of financial analysis
3
Journal of economics and finance
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Applied economics letters
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Economics letters
2
International economic review
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Journal of forecasting
2
Journal of regulatory economics
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The econometrics journal
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1
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Contemporary economic policy : a journal of Western Economic Association International
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
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Finance research letters
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German economic review
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Homo oeconomicus : HOE ; journal of behavioral and institutional economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
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Journal of quantitative economics
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New Zealand economic papers
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OECD papers
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Oxford bulletin of economics and statistics
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Pacific-Basin finance journal
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ECONIS (ZBW)
8
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1
Dynamics of the federal funds target rate : a nonstationary discrete choice approach
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of applied econometrics
19
(
2004
)
7
,
pp. 851-867
Persistent link: https://www.econbiz.de/10002467829
Saved in:
2
Understanding the Fisher equation
Sun, Yixiao
;
Phillips, Peter C. B.
- In:
Journal of applied econometrics
19
(
2004
)
7
,
pp. 869-886
Persistent link: https://www.econbiz.de/10002467844
Saved in:
3
Impulse responses in a threshold cointegrated system : the case of natural gas markets
Root, T. H.
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
13
(
2003
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10001725720
Saved in:
4
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
5
Rethinking an old empirical puzzle : econometric evidence on the forward discount anomaly
Maynard, Alex
;
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
6
,
pp. 671-708
Persistent link: https://www.econbiz.de/10001631960
Saved in:
6
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
7
Forward exchange market unbiasedness : the case of the Australian dollar since 1984
Phillips, Peter C. B.
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 885-907
Persistent link: https://www.econbiz.de/10001337356
Saved in:
8
Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B.
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
Saved in:
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