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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:"Yu, Jun"
~subject:"Bias"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Markov chain"
~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"
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Bias
Consumer behaviour
Konsumentenverhalten
Markov chain
Panel study
Regression analysis
Regressionsanalyse
Time series analysis
Volatility
Theorie
47
Theory
47
Estimation theory
41
Schätztheorie
41
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14
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Bibliografie
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Aufsatz in Zeitschrift
55
Collection of articles of several authors
2
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Phillips, Peter C. B.
Yu, Jun
Taylor, Robert
31
Su, Liangjun
28
Gao, Jiti
25
Linton, Oliver
24
Bollerslev, Tim
23
Koop, Gary
23
Ghysels, Eric
22
Tauchen, George Eugene
21
Todorov, Viktor
21
Robinson, Peter M.
19
Koopman, Siem Jan
17
Leybourne, Stephen James
17
Park, Joon Y.
17
Aït-Sahalia, Yacine
16
Bai, Jushan
16
Li, Qi
16
Pesaran, M. Hashem
16
Westerlund, Joakim
16
Xiao, Zhijie
16
Swanson, Norman R.
15
Andersen, Torben
14
Chen, Songnian
14
Perron, Pierre
14
Baltagi, Badi H.
13
Hallin, Marc
13
Marcellino, Massimiliano
13
Ng, Serena
13
Cai, Zongwu
12
Chib, Siddhartha
12
Corradi, Valentina
12
Dufour, Jean-Marie
12
Gouriéroux, Christian
12
Harvey, Andrew C.
12
McAleer, Michael
12
Patton, Andrew J.
12
Zhu, Ke
12
Cavaliere, Giuseppe
11
Chen, Xiaohong
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
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Econometric reviews
11
The econometrics journal
9
Econometrics : open access journal
5
Economics letters
5
The review of financial studies
3
Annals of economics and finance
2
International economic review
2
Journal of empirical 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
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 financial economics
1
Asia-Pacific financial markets
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 applied econometrics
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
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ECONIS (ZBW)
55
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1
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:
2
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
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
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
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:
8
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:
9
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
10
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
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