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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:"Panel study"
~subject:"Regression analysis"
~subject:"Regressionsanalyse"
~subject:"Schätzung"
~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
Regression analysis
Regressionsanalyse
Schätzung
Time series analysis
Volatility
Theorie
47
Theory
47
Estimation theory
41
Schätztheorie
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29
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Bibliografie
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Phillips, Peter C. B.
Yu, Jun
Su, Liangjun
31
Taylor, Robert
31
Linton, Oliver
26
Gao, Jiti
25
Bollerslev, Tim
23
Ghysels, Eric
23
Tauchen, George Eugene
23
Todorov, Viktor
23
Koop, Gary
22
Pesaran, M. Hashem
22
Robinson, Peter M.
19
Bai, Jushan
18
Leybourne, Stephen James
17
Li, Qi
17
Park, Joon Y.
17
Andersen, Torben
16
Aït-Sahalia, Yacine
16
Koopman, Siem Jan
16
Westerlund, Joakim
16
Xiao, Zhijie
16
Baltagi, Badi H.
15
Swanson, Norman R.
15
Chen, Songnian
14
Ng, Serena
14
Perron, Pierre
14
Cai, Zongwu
13
Gouriéroux, Christian
13
Hallin, Marc
13
Marcellino, Massimiliano
13
Patton, Andrew J.
13
Chen, Xiaohong
12
Dufour, Jean-Marie
12
Harvey, Andrew C.
12
Hsiao, Cheng
12
Kapetanios, George
12
McAleer, Michael
12
Zhu, Ke
12
Cavaliere, Giuseppe
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
10
Econometrics : open access journal
5
Economics letters
5
Journal of applied econometrics
4
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
New Zealand economic papers
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
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 international money and finance
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
Papers in honor of Patrick C. McMahon
1
Special issue on new developments in time series econometrics
1
The journal of consumer marketing
1
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ECONIS (ZBW)
50
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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
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
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:
5
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:
6
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:
7
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:
8
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:
9
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
10
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
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