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Phillips, Peter C. B.
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ECONIS (ZBW)
1,900
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1
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
4
Identifying causal effects in experiments with spillovers and non-compliance
DiTraglia, Francis J.
;
García Jimeno, Camilo
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1589-1624
Persistent link: https://www.econbiz.de/10014471417
Saved in:
5
Uniform inference for value functions
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1680-1699
Persistent link: https://www.econbiz.de/10014471422
Saved in:
6
Spatial autoregressions with an extended parameter space and similarity-based weights
Rossi, Francesca
;
Lieberman, Offer
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1770-1798
Persistent link: https://www.econbiz.de/10014471427
Saved in:
7
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
8
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
9
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
10
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
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