//--> //--> //--> //-->
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:"Yu, Jun"
~subject:"Bias"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Panel study"
~subject:"Regression analysis"
~subject:"Regressionsanalyse"
~subject:"Schätztheorie"
~subject:"Theory"
~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
| 27 applied filters
Year of publication
From:
To:
Subject
All
Bias
Consumer behaviour
Konsumentenverhalten
Panel study
Regression analysis
Regressionsanalyse
Schätztheorie
Theory
Time series analysis
Volatility
Theorie
47
Estimation theory
41
Zeitreihenanalyse
29
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Stochastic process
14
Stochastischer Prozess
14
Einheitswurzeltest
12
Unit root test
12
Cointegration
11
Kointegration
11
Statistical test
10
Statistischer Test
10
Estimation
9
Schätzung
9
Panel
8
Bayes-Statistik
6
Bayesian inference
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
Endogeneity
4
Markov chain Monte Carlo
4
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
83
Book / Working Paper
2
Type of publication (narrower categories)
All
Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
85
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
more ...
less ...
Language
All
Bulgarian
English
Hungarian
Malay (macrolanguage)
Spanish
Author
All
Phillips, Peter C. B.
Yu, Jun
Linton, Oliver
40
Su, Liangjun
36
Taylor, Robert
35
Lee, Lung-fei
33
Li, Qi
33
Ghysels, Eric
32
Koop, Gary
32
Gao, Jiti
31
Robinson, Peter M.
29
Pesaran, M. Hashem
28
Bollerslev, Tim
27
Gouriéroux, Christian
25
Swanson, Norman R.
24
Tauchen, George Eugene
24
Chen, Songnian
23
Park, Joon Y.
23
Aït-Sahalia, Yacine
22
Bai, Jushan
22
Ng, Serena
21
Renault, Eric
21
Todorov, Viktor
21
White, Halbert
21
Andrews, Donald W. K.
20
Chen, Xiaohong
20
Corradi, Valentina
20
Koopman, Siem Jan
20
Leybourne, Stephen James
20
McAleer, Michael
20
Xiao, Zhijie
20
Cai, Zongwu
19
Chib, Siddhartha
19
Dufour, Jean-Marie
19
Hsiao, Cheng
19
Schmidt, Peter
19
Baltagi, Badi H.
18
Diebold, Francis X.
18
Lewbel, Arthur
18
Patton, Andrew J.
18
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
52
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Econometric reviews
16
The econometrics journal
14
Economics letters
9
Econometrics : open access journal
5
International economic review
5
Journal of applied econometrics
5
Oxford bulletin of economics and statistics
5
The review of economic studies
4
Journal of financial econometrics
3
The review of financial studies
3
Annals of economics and finance
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Games and economic behavior
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
New Zealand economic papers
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
Annals of economics and statistics
1
Applied financial economics
1
Asia-Pacific financial markets
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Global economy journal : GEJ
1
Información comercial española / Cuadernos económicos
1
International journal of industrial organization
1
Journal of business research : JBR
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of international consumer marketing
1
Journal of international money and finance
1
Journal of quantitative economics
1
Journal of urban economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
85
Showing
1
-
10
of
85
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
The grid bootstrap for continuous time models
Lui, Yiu Lim
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10013539532
Saved in:
8
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:
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
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
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->