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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:"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:"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
Volatility
Theorie
61
Theory
61
Estimation theory
55
Schätztheorie
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45
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Phillips, Peter C. B.
Taylor, Robert
Yu, Jun
Su, Liangjun
22
Bollerslev, Tim
21
Todorov, Viktor
20
Gao, Jiti
18
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
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11
McAleer, Michael
11
Pesaran, M. Hashem
11
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11
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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9
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8
Gouriéroux, Christian
8
Hallin, Marc
8
Krishna, Aradhna
8
Laran, Juliano
8
Li, Degui
8
Li, Kunpeng
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
Econometric theory
22
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
7
The econometrics journal
6
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3
Economics letters
3
The review of financial studies
3
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2
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2
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2
Oxford bulletin of economics and statistics
2
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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
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ECONIS (ZBW)
45
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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
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:
10
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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