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~isPartOf:"Japan and the world economy : international journal of theory and policy"
~isPartOf:"The econometrics journal"
~isPartOf:"The review of financial studies"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Koop, Gary"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Nonparametric statistics"
~subject:"Panel"
~subject:"Schätztheorie"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Nonparametric statistics
Panel
Schätztheorie
Theorie
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Theory
15
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7
Zeitreihenanalyse
7
Nichtparametrisches Verfahren
5
Statistical test
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Koop, Gary
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Noe, Thomas H.
11
Thakor, Anjan V.
10
Dybvig, Philip H.
9
Başak, Suleyman
8
Edmans, Alex
8
Acharya, Viral V.
7
Back, Kerry E.
7
Detemple, Jérôme B.
7
Zhu, Haoxiang
7
DeMarzo, Peter M.
6
Duffie, Darrell
6
Foucault, Thierry
6
Fulghieri, Paolo
6
He, Zhiguo
6
Hennessy, Christopher A.
6
Hirshleifer, David
6
Lee, Lung-fei
6
Longstaff, Francis A.
6
Manso, Gustavo
6
Morellec, Erwan
6
O'Hara, Maureen
6
Parlour, Christine A.
6
Perron, Pierre
6
Pfleiderer, Paul
6
Vayanos, Dimitri
6
Zapatero, Fernando
6
Zhang, Lu
6
Admati, Anat R.
5
Banerjee, Snehal
5
Bekaert, Geert
5
Beladi, Hamid
5
Biais, Bruno
5
Bolton, Patrick
5
Boot, Arnoud W. A.
5
Cao, H. Henry
5
Hadri, Kaddour
5
Hsu, Yu-Chin
5
Kadan, Ohad
5
Khanna, Naveen
5
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Japan and the world economy : international journal of theory and policy
The econometrics journal
The review of financial studies
Journal of econometrics
104
Econometric theory
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Applied economics
19
Journal of applied econometrics
16
Economics letters
15
Econometric reviews
14
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
9
International economic review
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
9
Journal of empirical finance
8
Economia internazionale
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
Resource and energy economics
7
American journal of agricultural economics
6
Journal of economic behavior & organization : JEBO
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
The review of economic studies
6
OPEC review : energy economics and related issues
5
Oxford bulletin of economics and statistics
5
Public choice
5
Economic modelling
4
Journal of economic dynamics & control
4
Journal of forecasting
4
Journal of post-Keynesian economics : JPKE
4
Journal of the American Statistical Association : JASA
4
The American economic review
4
Applied economics letters
3
Australian economic papers
3
Econometrics : open access journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic research
3
Journal of financial econometrics
3
Journal of international economic studies
3
Journal of regulatory economics
3
Journal of risk and uncertainty : JRU
3
New Zealand economic papers
3
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ECONIS (ZBW)
23
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1
Indirect inference in spatial autoregression
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011757378
Saved in:
2
Edmond Malinvaud : a tribute to his contributions in econometrics
Phillips, Peter C. B.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011378421
Saved in:
3
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
4
Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
Saved in:
5
Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui
;
Su, Liangjun
;
Phillips, Peter C. B.
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 56-100
Persistent link: https://www.econbiz.de/10009520548
Saved in:
6
Non-parametric regression under location shifts
Phillips, Peter C. B.
;
Su, Liangjun
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10009382495
Saved in:
7
Bimodal t-ratios : the impact of thick tails on inference
Fiorio, Carlo V.
;
Hajivassiliou, Vassilis Argyrou
; …
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 271-289
Persistent link: https://www.econbiz.de/10003978526
Saved in:
8
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
Saved in:
9
Semiparametric cointegrating rank selection
Cheng, Xu
;
Phillips, Peter C. B.
- In:
The econometrics journal
12
(
2009
),
pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
Saved in:
10
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
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