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~isPartOf:"Economic time series with random walk and other nonstationary components"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Leybourne, Stephen James"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Nonparametric statistics"
~subject:"Regression analysis"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Nonparametric statistics
Regression analysis
Time series analysis
Theorie
55
Theory
55
Estimation theory
45
Schätztheorie
45
Zeitreihenanalyse
44
Regressionsanalyse
19
Einheitswurzeltest
18
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18
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13
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12
Estimation
12
Kointegration
12
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12
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66
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Leybourne, Stephen James
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Linton, Oliver
32
Taylor, Robert
22
Chen, Xiaohong
20
Robinson, Peter M.
20
Chen, Songnian
17
Gao, Jiti
17
Park, Joon Y.
17
Su, Liangjun
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16
Xiao, Zhijie
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Cai, Zongwu
13
Koop, Gary
13
Fan, Yanqin
12
Florens, Jean-Pierre
12
Hallin, Marc
12
Lewbel, Arthur
12
Simar, Léopold
12
White, Halbert
12
Swanson, Norman R.
11
Li, Degui
10
Perron, Pierre
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Todorov, Viktor
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9
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Sun, Yiguo
8
Tu, Yundong
8
Velasco, Carlos
8
Yu, Jun
8
Aït-Sahalia, Yacine
7
Bai, Jushan
7
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Economic time series with random walk and other nonstationary components
Journal of econometrics
Econometric theory
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Applied economics
18
Econometric reviews
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
The econometrics journal
9
Economics letters
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Oxford bulletin of economics and statistics
6
Journal of empirical finance
5
Journal of the American Statistical Association : JASA
4
Economic modelling
3
Journal of applied econometrics
3
The review of economic studies
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied economics letters
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Japan and the world economy : international journal of theory and policy
2
Journal of economic research
2
Journal of international financial markets, institutions & money
2
Journal of time series econometrics
2
OPEC review : energy economics and related issues
2
Quantitative economics : QE ; journal of the Econometric Society
2
Quantitative finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The American journal of economics and sociology
2
The review of economics and statistics
2
Annals of economics and finance
1
Annals of economics and statistics
1
Australian economic papers
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrics : open access journal
1
Economia internazionale
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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ECONIS (ZBW)
66
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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
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
3
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:
4
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
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
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
10
Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan
;
Hong, Yongmiao
;
Li, Yingxing
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1024-1056
Persistent link: https://www.econbiz.de/10012619815
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