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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:"Tauchen, George Eugene"
~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
Volatility
Theorie
59
Theory
59
Estimation theory
51
Schätztheorie
51
Zeitreihenanalyse
38
Volatilität
27
Stochastic process
26
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Bibliografie
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74
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Phillips, Peter C. B.
Tauchen, George Eugene
Yu, Jun
Taylor, Robert
31
Su, Liangjun
28
Ghysels, Eric
26
Bollerslev, Tim
24
Gao, Jiti
24
Linton, Oliver
24
Todorov, Viktor
21
Robinson, Peter M.
20
Koop, Gary
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
Engle, Robert F.
15
Chen, Songnian
14
Perron, Pierre
14
Swanson, Norman R.
14
Baltagi, Badi H.
13
Hallin, Marc
13
Harvey, Andrew C.
13
McAleer, Michael
13
Ng, Serena
13
Cai, Zongwu
12
Dufour, Jean-Marie
12
Galvão Júnior, Antônio Fialho
12
Gouriéroux, Christian
12
Harvey, David I.
12
Marcellino, Massimiliano
12
Mykland, Per A.
12
Patton, Andrew J.
12
Shephard, Neil G.
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
33
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
Econometrics : open access journal
6
Economics letters
5
The review of financial studies
4
Quantitative economics : QE ; journal of the Econometric Society
3
The review of economic studies
3
Annals of economics and finance
2
International economic review
2
Journal of empirical finance
2
Journal of financial econometrics
2
Oxford bulletin of economics and statistics
2
The American journal of economics and sociology
2
Annals of economics and statistics
1
Applied financial economics
1
Computation and estimation in finance and 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
Finance research letters
1
Games and economic behavior
1
International journal of industrial organization
1
Journal of applied econometrics
1
Journal of business research : JBR
1
Journal of financial economics
1
Journal of international consumer marketing
1
Journal of quantitative economics
1
Journal of urban economics
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
New Zealand economic papers
1
Nonparametric dynamic modelling
1
Review of finance : journal of the European Finance Association
1
Special issue on new developments in time series econometrics
1
The journal of consumer marketing
1
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ECONIS (ZBW)
74
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74
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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
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:
7
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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
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
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