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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Einheitswurzeltest"
~subject:"Forecasting model"
~subject:"Statistischer Test"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Einheitswurzeltest
Forecasting model
Statistischer Test
Unit root test
Theorie
51
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51
Estimation theory
39
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39
Time series analysis
35
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Taylor, Robert
22
Timmermann, Allan
17
Ghysels, Eric
11
Swanson, Norman R.
11
Elliott, Graham
10
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10
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10
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9
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9
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8
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8
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8
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8
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8
Park, Joon Y.
8
Perron, Pierre
8
Sun, Yixiao
8
Clark, Todd E.
7
Delgado, Miguel A.
7
Harvey, David I.
7
McCracken, Michael W.
7
Schorfheide, Frank
7
Westerlund, Joakim
7
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6
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Moreira, Marcelo J.
6
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6
Rossi, Barbara
6
Su, Liangjun
6
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6
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6
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Journal of banking & finance
Journal of econometrics
Journal of economic dynamics & control
Cowles Foundation discussion paper
62
SFB 649 discussion paper
31
Econometric theory
12
Applied economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Econometric reviews
5
International economic review
5
Discussion papers of interdisciplinary research project 373
4
The econometrics journal
4
Working paper
4
Economia internazionale
2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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Borsa Istanbul Review
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Digital finance : smart data analytics, investment innovation, and financial technology
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Eurasian economic review : a journal in applied macroeconomics and finance
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ECONIS (ZBW)
29
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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
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
3
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:
4
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
Saved in:
5
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
6
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
Saved in:
7
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
8
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
9
A model-free consistent test for structural change in regression possibly with endogeneity
Fu, Zhonghao
;
Hong, Yongmiao
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 206-242
Persistent link: https://www.econbiz.de/10012303616
Saved in:
10
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
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