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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 international consumer marketing"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~person:"Yu, Jun"
~subject:"Bias"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Latent variable models"
~subject:"Panel study"
~subject:"Regression analysis"
~subject:"Unit root test"
~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
Latent variable models
Panel study
Regression analysis
Unit root test
Volatility
Theorie
61
Theory
61
Estimation theory
55
Schätztheorie
55
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54
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54
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33
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19
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Capital income
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73
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1
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Phillips, Peter C. B.
Taylor, Robert
Yu, Jun
Su, Liangjun
22
Bollerslev, Tim
21
Todorov, Viktor
20
Linton, Oliver
19
Gao, Jiti
18
Tauchen, George Eugene
18
Westerlund, Joakim
16
Chen, Songnian
14
Park, Joon Y.
14
Li, Qi
13
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Bai, Jushan
12
Baltagi, Badi H.
12
Ghysels, Eric
12
Galvão Júnior, Antônio Fialho
11
Janiszewski, Chris A.
11
McAleer, Michael
11
Perron, Pierre
11
Pesaran, M. Hashem
11
Robinson, Peter M.
11
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10
Hansen, Christian Bailey
10
Hsiao, Cheng
10
Lee, Lung-fei
10
Xiao, Zhijie
10
Chang, Yoosoon
9
Chernozhukov, Victor
9
Hallin, Marc
9
Leybourne, Stephen James
9
Li, Jia
9
Mykland, Per A.
9
Sasaki, Yuya
9
Wang, Hansheng
9
Cavaliere, Giuseppe
8
Fan, Jianqing
8
Gouriéroux, Christian
8
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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 international consumer marketing
Econometric theory
39
Econometric reviews
16
The econometrics journal
11
Oxford bulletin of economics and statistics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Economics letters
5
Econometrics : open access journal
3
Journal of empirical finance
3
The review of financial studies
3
Annals of economics and finance
2
International economic review
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
Applied financial economics
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 Asian economics
1
Journal of business research : JBR
1
Journal of economic surveys
1
Journal of interdisciplinary economics
1
Journal of urban economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Practical issues in cointegration analysis
1
The Manchester School
1
The globalisation of Chinese business : implications for multinational investors
1
The journal of consumer marketing
1
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ECONIS (ZBW)
73
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
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
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
5
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:
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
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:
8
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
9
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:
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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