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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Bollerslev, Tim"
~person:"Phillips, Peter C. B."
~person:"Yu, Jun"
~subject:"Bias"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Panel study"
~subject:"Regression analysis"
~subject:"Time series analysis"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Bias
Consumer behaviour
Konsumentenverhalten
Panel study
Regression analysis
Time series analysis
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57
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57
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50
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Bollerslev, Tim
Phillips, Peter C. B.
Yu, Jun
Taylor, Robert
31
Su, Liangjun
28
Ghysels, Eric
26
Gao, Jiti
24
Linton, Oliver
24
Tauchen, George Eugene
22
Todorov, Viktor
21
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20
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19
Koopman, Siem Jan
19
Westerlund, Joakim
19
Leybourne, Stephen James
18
Bai, Jushan
17
Li, Qi
16
Park, Joon Y.
16
Pesaran, M. Hashem
16
Xiao, Zhijie
16
Andersen, Torben
15
Aït-Sahalia, Yacine
15
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15
Chen, Songnian
14
Perron, Pierre
14
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14
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13
Hallin, Marc
13
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Ng, Serena
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12
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12
Galvão Júnior, Antônio Fialho
12
Gouriéroux, Christian
12
Harvey, David I.
12
Marcellino, Massimiliano
12
Mykland, Per A.
12
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12
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12
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Econometric reviews
11
The econometrics journal
9
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6
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5
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5
International economic review
4
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4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
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3
Journal of financial econometrics
3
Oxford bulletin of economics and statistics
3
Quantitative economics : QE ; journal of the Econometric Society
3
The review of economic studies
3
Annals of economics and finance
2
The American journal of economics and sociology
2
The review of economics and statistics
2
Annals of economics and statistics
1
Applied financial economics
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Games and economic behavior
1
International journal of industrial organization
1
Journal of business research : JBR
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international consumer marketing
1
Journal of quantitative economics
1
Journal of time series econometrics
1
Journal of urban economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER reporter online
1
New Zealand economic papers
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ECONIS (ZBW)
76
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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
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
8
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:
9
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
10
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
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