//--> //--> //--> //-->
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:"Westerlund, Joakim"
~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"
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
Konsumentenverhalten
Panel study
Regression analysis
Regressionsanalyse
Time series analysis
Volatility
Theorie
54
Theory
54
Estimation theory
49
Schätztheorie
49
Zeitreihenanalyse
37
Einheitswurzeltest
22
Panel
22
Unit root test
22
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Stochastic process
14
Stochastischer Prozess
14
Cointegration
12
Estimation
12
Kointegration
12
Schätzung
12
Statistical test
10
Statistischer Test
10
Panel data
9
Bayes-Statistik
6
Bayesian inference
6
Common factors
6
Volatilität
6
Autocorrelation
5
Autokorrelation
5
Latent variable models
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Nichtlineare Regression
5
Nonlinear regression
5
more ...
less ...
Online availability
All
Undetermined
26
Free
3
Type of publication
All
Article
64
Book / Working Paper
2
Type of publication (narrower categories)
All
Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
66
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
Language
All
Bulgarian
English
Hungarian
Malay (macrolanguage)
Spanish
Author
All
Phillips, Peter C. B.
Westerlund, Joakim
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
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
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
33
Econometric reviews
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Economics letters
13
The econometrics journal
13
Oxford bulletin of economics and statistics
8
Journal of applied econometrics
6
Econometrics : open access journal
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Economic modelling
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of Asian economics
4
Journal of financial econometrics
3
The review of financial studies
3
Annals of economics and finance
2
Emerging markets review
2
Energy economics
2
International economic review
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
Annals of economics and statistics
1
Applied economics letters
1
Applied financial economics
1
Economic time series with random walk and other nonstationary components
1
Education economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European review of agricultural economics : ERAE
1
Finance research letters
1
FinanzArchiv : public finance analysis
1
Games and economic behavior
1
International journal of forecasting
1
International journal of industrial organization
1
International review of financial analysis
1
Journal of business research : JBR
1
Journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
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
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
6
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:
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
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
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
The factor analytical approach in near unit root interactive effects panels
Norkutė, Milda
;
Westerlund, Joakim
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 569-590
Persistent link: https://www.econbiz.de/10012619250
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->