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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:"Todorov, Viktor"
~person:"Yu, Jun"
~subject:"Bias"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Panel study"
~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
Regressionsanalyse
Time series analysis
Volatility
Theorie
54
Theory
54
Estimation theory
51
Schätztheorie
51
Zeitreihenanalyse
38
Stochastic process
28
Stochastischer Prozess
28
Volatilität
26
Estimation
25
Schätzung
25
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Capital income
14
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14
Regression analysis
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Einheitswurzeltest
12
Unit root test
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Cointegration
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Kointegration
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Statistical test
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Statistischer Test
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Panel
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Share price
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Martingal
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Martingale
7
Statistical distribution
7
Statistische Verteilung
7
Bayes-Statistik
6
Bayesian inference
6
Nichtlineare Regression
6
Nonlinear regression
6
Option pricing theory
6
Optionspreistheorie
6
Stochastic volatility
6
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31
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69
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
71
Collection of articles of several authors
2
Festschrift
2
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2
Language
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Bulgarian
English
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Author
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Phillips, Peter C. B.
Todorov, Viktor
Yu, Jun
Taylor, Robert
31
Su, Liangjun
28
Bollerslev, Tim
23
Gao, Jiti
23
Linton, Oliver
23
Ghysels, Eric
22
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
Koopman, Siem Jan
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
Marcellino, Massimiliano
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
34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Econometric reviews
11
The econometrics journal
9
Econometrics : open access journal
5
Economics letters
5
Journal of financial economics
4
Quantitative economics : QE ; journal of the Econometric Society
4
Journal of financial econometrics
3
The review of financial studies
3
Annals of economics and finance
2
International economic review
2
Journal of applied econometrics
2
Journal of empirical finance
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
The review of economic studies
2
Annals of economics and statistics
1
Applied financial economics
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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 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
New Zealand economic papers
1
Special issue on new developments in time series econometrics
1
The journal of consumer marketing
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
71
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1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
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
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
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:
5
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:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
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:
8
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:
9
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
10
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
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