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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:"Phillips, Peter C. B."
~person:"Steel, Mark F. J."
~person:"Yu, Jun"
~subject:"Bias"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Panel study"
~subject:"Regression analysis"
~subject:"Theory"
~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
Theory
Time series analysis
Volatility
Theorie
65
Estimation theory
46
Schätztheorie
46
Zeitreihenanalyse
33
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
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16
Stochastischer Prozess
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Estimation
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10
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5
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Bibliografie
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88
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2
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Phillips, Peter C. B.
Steel, Mark F. J.
Yu, Jun
Ghysels, Eric
38
Taylor, Robert
35
Linton, Oliver
34
Koop, Gary
31
Su, Liangjun
31
Bollerslev, Tim
27
Gao, Jiti
27
Gouriéroux, Christian
26
Tauchen, George Eugene
26
Li, Qi
25
Pesaran, M. Hashem
25
Robinson, Peter M.
24
Lee, Lung-fei
23
Koopman, Siem Jan
22
Swanson, Norman R.
22
Leybourne, Stephen James
21
Todorov, Viktor
21
Bai, Jushan
20
Engle, Robert F.
20
McAleer, Michael
20
Aït-Sahalia, Yacine
19
Diebold, Francis X.
19
Dufour, Jean-Marie
19
Gallant, A. Ronald
19
Park, Joon Y.
19
Timmermann, Allan
19
Westerlund, Joakim
19
Xiao, Zhijie
19
Baltagi, Badi H.
18
Chib, Siddhartha
18
Corradi, Valentina
18
Hsiao, Cheng
18
Patton, Andrew J.
18
Chen, Songnian
17
Lucas, André
17
Ng, Serena
17
White, Halbert
17
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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
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Econometric reviews
17
The econometrics journal
13
Journal of applied econometrics
9
Economics letters
8
Econometrics : open access journal
5
Oxford bulletin of economics and statistics
5
The review of economic studies
4
International economic review
3
Journal of financial econometrics
3
The review of financial studies
3
Annales d'économie et de statistique
2
Annals of economics and finance
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Games and economic behavior
2
Información comercial española / Cuadernos económicos
2
Journal of empirical finance
2
New Zealand economic papers
2
Quantitative economics : QE ; journal of the Econometric Society
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
Asia-Pacific financial markets
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Global economy journal : GEJ
1
International journal of industrial organization
1
Journal of business research : JBR
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of international consumer marketing
1
Journal of international money and finance
1
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ECONIS (ZBW)
88
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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
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:
6
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
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
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:
10
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
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