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~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Narayan, Paresh Kumar"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Theorie
38
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38
Estimation theory
32
Schätztheorie
32
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29
Zeitreihenanalyse
29
Einheitswurzeltest
15
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15
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13
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Narayan, Paresh Kumar
Phillips, Peter C. B.
Hammoudeh, Shawkat
49
Linton, Oliver
46
Smyth, Russell
46
Lee, Chien-chiang
44
Lin, Boqiang
44
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39
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37
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32
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32
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32
Ang, Beng-wah
31
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30
Park, Joon Y.
30
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30
Ghysels, Eric
29
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29
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28
Su, Liangjun
28
Chen, Xiaohong
27
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26
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26
Hsiao, Cheng
26
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26
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26
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25
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25
Sadorsky, Perry A.
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
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24
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24
Awaworyi Churchill, Sefa
23
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23
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International Conference on Energy Finance <2., 2017, Hangzhou>
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Energy economics
Journal of econometrics
Cowles Foundation discussion paper
209
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67
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32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
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19
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9
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ECONIS (ZBW)
84
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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
High-dimensional VARs with common factors
Miao, Ke
;
Phillips, Peter C. B.
;
Su, Liangjun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 155-183
Persistent link: https://www.econbiz.de/10014340976
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
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:
5
Economic importance of correlations for energy and other commodities
Bannigidadmath, Deepa
;
Narayan, Paresh Kumar
- In:
Energy economics
107
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013202421
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
Can energy security predict energy stock returns?
Iyke, Bernard Njindan
;
Vuong Thao Tran
;
Narayan, Paresh …
- In:
Energy economics
94
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012649448
Saved in:
9
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:
10
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
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