//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~person:"Yu, Jun"
~subject:"Bias"
~subject:"Consumer behaviour"
~subject:"Endogeneity"
~subject:"Konsumentenverhalten"
~subject:"Latent variable models"
~subject:"Panel study"
~subject:"Regression 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"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 26 applied filters
Year of publication
From:
To:
Subject
All
Bias
Consumer behaviour
Endogeneity
Konsumentenverhalten
Latent variable models
Panel study
Regression analysis
Volatility
Theorie
61
Theory
61
Estimation theory
55
Schätztheorie
55
Time series analysis
54
Zeitreihenanalyse
54
Einheitswurzeltest
33
Unit root test
33
Regressionsanalyse
19
Stochastic process
19
Stochastischer Prozess
19
Statistical test
18
Statistischer Test
18
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Cointegration
14
Kointegration
14
Estimation
13
Schätzung
13
Bootstrap approach
11
Bootstrap-Verfahren
11
Structural break
11
Strukturbruch
11
Volatilität
11
Forecasting model
10
Prognoseverfahren
10
Panel
8
Predictive regression
8
Autocorrelation
7
Autokorrelation
7
Capital income
7
Kapitaleinkommen
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Bayes-Statistik
6
Bayesian inference
6
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
46
Book / Working Paper
1
Type of publication (narrower categories)
All
Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
47
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
Language
All
Bulgarian
English
Hungarian
Malay (macrolanguage)
Spanish
Author
All
Phillips, Peter C. B.
Taylor, Robert
Yu, Jun
Su, Liangjun
23
Bollerslev, Tim
21
Gao, Jiti
20
Todorov, Viktor
20
Linton, Oliver
18
Tauchen, George Eugene
18
Westerlund, Joakim
16
Chen, Songnian
14
Li, Qi
13
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Bai, Jushan
12
Baltagi, Badi H.
12
Ghysels, Eric
12
Janiszewski, Chris A.
11
McAleer, Michael
11
Pesaran, M. Hashem
11
Robinson, Peter M.
11
Cai, Zongwu
10
Galvão Júnior, Antônio Fialho
10
Hansen, Christian Bailey
10
Lee, Lung-fei
10
Park, Joon Y.
10
Sasaki, Yuya
10
Chernozhukov, Victor
9
Hsiao, Cheng
9
Li, Degui
9
Li, Jia
9
Mykland, Per A.
9
Wang, Hansheng
9
Xiao, Zhijie
9
Fan, Jianqing
8
Gouriéroux, Christian
8
Hallin, Marc
8
Krishna, Aradhna
8
Laran, Juliano
8
Li, Kunpeng
8
more ...
less ...
Published in...
All
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
22
Econometric reviews
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
The econometrics journal
6
Econometrics : open access journal
3
Economics letters
3
The review of financial studies
3
Annals of economics and finance
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford bulletin of economics and statistics
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 economic review
1
International journal of industrial organization
1
Journal of business research : JBR
1
Journal of empirical finance
1
Journal of interdisciplinary economics
1
Journal of international consumer marketing
1
Journal of urban economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The globalisation of Chinese business : implications for multinational investors
1
The journal of consumer marketing
1
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
31
-
40
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Dynamic misspecification in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C. B.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 270-284
Persistent link: https://www.econbiz.de/10009612740
Saved in:
32
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
33
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
34
A semiparametric stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009613920
Saved in:
35
Bias in estimating multivariate and univariate diffusions
Wang, Xiaohu
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 228-245
Persistent link: https://www.econbiz.de/10009242147
Saved in:
36
Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
Saved in:
37
Indirect inference for dynamic panel models
Gouriéroux, Christian
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 68-77
Persistent link: https://www.econbiz.de/10008661852
Saved in:
38
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
39
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10003858462
Saved in:
40
Testing for a change in persistence in the presence of non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10003783787
Saved in:
First
Prev
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->