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~isPartOf:"Economic time series with random walk and other nonstationary components"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~language:"dan"
~language:"eng"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Estimation theory
3
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3
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3
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3
Kaufkraftparität
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
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Phillips, Peter C. B.
Greenaway, David
29
Dustmann, Christian
19
Pesaran, M. Hashem
18
Koop, Gary
16
Machin, Stephen
16
Manning, Alan
16
Berg, Gerard J. van den
15
Dixon, Huw
15
Stock, James H.
15
Wang, Hansheng
15
Miller, Marcus
14
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14
Blundell, Richard W.
13
Stiglitz, Joseph E.
13
Timmermann, Allan
13
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13
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12
Ghysels, Eric
12
Lucas, André
12
Sugden, Robert
12
Attanasio, Orazio P.
11
Engle, Robert F.
11
Imbens, Guido
11
Nickell, Stephen J.
11
Ours, Jan C. van
11
Su, Liangjun
11
Taylor, Mark P.
11
Tsay, Ruey S.
11
Besley, Timothy
10
Clements, Michael P.
10
Diebold, Francis X.
10
Dolton, Peter J.
10
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10
Harvey, Andrew C.
10
Koopman, Siem Jan
10
Li, Qi
10
Loomes, Graham
10
Taylor, Robert
10
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10
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9
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Economic time series with random walk and other nonstationary components
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The economic journal : the journal of the Royal Economic Society
Econometric theory
67
Journal of econometrics
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Econometric reviews
16
The econometrics journal
12
International economic review
7
Journal of applied econometrics
7
Economics letters
6
New Zealand economic papers
6
Oxford bulletin of economics and statistics
5
The review of economic studies
4
Econometrics : open access journal
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic surveys
2
Journal of empirical finance
2
Journal of financial econometrics
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of financial studies
2
Advances in econometrics
1
Annals of economics and statistics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Journal of urban economics
1
Papers in honor of Patrick C. McMahon
1
Practical issues in cointegration analysis
1
Research in economics : an international review of economics
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Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The Australian economic review
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The review of economics and statistics
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ECONIS (ZBW)
7
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1
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
2
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Saved in:
3
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 282-294
Persistent link: https://www.econbiz.de/10009159989
Saved in:
4
Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
Saved in:
5
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10003992805
Saved in:
6
Laws and limits of econometrics
Phillips, Peter C. B.
- In:
The economic journal : the journal of the Royal …
113
(
2003
),
pp. 26-52
Persistent link: https://www.econbiz.de/10001747925
Saved in:
7
Testing for cointegration using principal components methods
Phillips, Peter C. B.
-
1988
Persistent link: https://www.econbiz.de/10001269094
Saved in:
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