//--> //--> //--> //-->
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:"Konsumentenverhalten"
~subject:"Latent variable models"
~subject:"Nonparametric statistics"
~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:"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
| 25 applied filters
Year of publication
From:
To:
Subject
All
Bias
Consumer behaviour
Konsumentenverhalten
Latent variable models
Nonparametric statistics
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
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
Endogeneity
8
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
Free
1
Type of publication
All
Article
50
Book / Working Paper
1
Type of publication (narrower categories)
All
Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
51
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
Linton, Oliver
34
Su, Liangjun
31
Gao, Jiti
24
Li, Qi
23
Bollerslev, Tim
21
Todorov, Viktor
20
Chen, Songnian
19
Tauchen, George Eugene
18
Chen, Xiaohong
17
Robinson, Peter M.
17
Westerlund, Joakim
16
Hsiao, Cheng
15
Aït-Sahalia, Yacine
14
Cai, Zongwu
14
Simar, Léopold
14
Florens, Jean-Pierre
13
Li, Degui
13
Andersen, Torben
12
Bai, Jushan
12
Baltagi, Badi H.
12
Ghysels, Eric
12
Hansen, Christian Bailey
12
Lewbel, Arthur
12
McAleer, Michael
12
Racine, Jeffrey
12
Xiao, Zhijie
12
Fan, Yanqin
11
Gouriéroux, Christian
11
Janiszewski, Chris A.
11
Park, Joon Y.
11
Pesaran, M. Hashem
11
Sasaki, Yuya
11
Galvão Júnior, Antônio Fialho
10
Hallin, Marc
10
Lee, Lung-fei
10
White, Halbert
10
Chernozhukov, Victor
9
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
24
Econometric reviews
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
The econometrics journal
8
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
The American journal of economics and sociology
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)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
9
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:
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
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->