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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"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~person:"Koopman, Siem Jan"
~person:"Marcellino, Massimiliano"
~person:"Phillips, Peter C. B."
~person:"Yu, Jun"
~subject:"Bias"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Panel study"
~subject:"Regression analysis"
~subject:"Regressionsanalyse"
~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
Regressionsanalyse
Time series analysis
Volatility
Theorie
62
Theory
62
Estimation theory
53
Schätztheorie
53
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50
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22
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22
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8
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7
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Bibliografie
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Konferenzbeitrag
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Aufsatz in Zeitschrift
77
Collection of articles of several authors
3
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3
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Koopman, Siem Jan
Marcellino, Massimiliano
Phillips, Peter C. B.
Yu, Jun
Taylor, Robert
31
Su, Liangjun
28
Bollerslev, Tim
23
Gao, Jiti
23
Linton, Oliver
23
Ghysels, Eric
22
Todorov, Viktor
21
Tauchen, George Eugene
20
Koop, Gary
19
Robinson, Peter M.
19
Leybourne, Stephen James
17
Bai, Jushan
16
Li, Qi
16
Park, Joon Y.
16
Pesaran, M. Hashem
16
Westerlund, Joakim
16
Xiao, Zhijie
16
Aït-Sahalia, Yacine
15
Andersen, Torben
14
Chen, Songnian
14
Perron, Pierre
14
Swanson, Norman R.
14
Baltagi, Badi H.
13
Hallin, Marc
13
Ng, Serena
13
Cai, Zongwu
12
Harvey, Andrew C.
12
McAleer, Michael
12
Patton, Andrew J.
12
Zhu, Ke
12
Cavaliere, Giuseppe
11
Chen, Xiaohong
11
Corradi, Valentina
11
Dufour, Jean-Marie
11
Engle, Robert F.
11
Galvão Júnior, Antônio Fialho
11
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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
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
17
International journal of forecasting
16
Econometric reviews
14
The econometrics journal
12
Journal of applied econometrics
10
Economics letters
8
Oxford bulletin of economics and statistics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Econometrics : open access journal
5
Journal of empirical finance
3
Journal of financial econometrics
3
The review of financial studies
3
Advances in econometrics
2
Annals of economics and finance
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of economic dynamics & control
2
Journal of forecasting
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
The review of economics and statistics
2
Annals of economics and statistics
1
Applied economics
1
Applied financial economics
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
Games and economic behavior
1
International journal of industrial organization
1
Journal of business research : JBR
1
Journal of international consumer marketing
1
Journal of quantitative economics
1
Journal of urban economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
77
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1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
2
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:
3
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:
4
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:
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
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
7
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:
8
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
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
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
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