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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:"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"
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Bias
Consumer behaviour
Konsumentenverhalten
Panel study
Regression analysis
Regressionsanalyse
Theory
Time series analysis
Volatility
Theorie
47
Estimation theory
41
Schätztheorie
41
Zeitreihenanalyse
29
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
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14
Stochastischer Prozess
14
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12
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12
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9
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8
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5
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4
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Bibliografie
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Aufsatz in Zeitschrift
69
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2
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Bulgarian
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Phillips, Peter C. B.
Yu, Jun
Taylor, Robert
35
Ghysels, Eric
32
Linton, Oliver
32
Koop, Gary
31
Su, Liangjun
31
Bollerslev, Tim
26
Gao, Jiti
26
Li, Qi
25
Pesaran, M. Hashem
25
Lee, Lung-fei
23
Robinson, Peter M.
23
Tauchen, George Eugene
23
Swanson, Norman R.
22
Todorov, Viktor
21
Gouriéroux, Christian
20
Leybourne, Stephen James
20
Bai, Jushan
19
McAleer, Michael
19
Park, Joon Y.
19
Xiao, Zhijie
19
Aït-Sahalia, Yacine
18
Baltagi, Badi H.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Dufour, Jean-Marie
18
Hsiao, Cheng
18
Koopman, Siem Jan
18
Patton, Andrew J.
18
Timmermann, Allan
18
Chen, Songnian
17
Chib, Siddhartha
17
Ng, Serena
17
Steel, Mark F. J.
17
Lucas, André
16
Perron, Pierre
16
Schmidt, Peter
16
Westerlund, Joakim
16
Imbens, Guido
15
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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
48
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
14
The econometrics journal
13
Economics letters
6
Econometrics : open access journal
5
Journal of applied econometrics
5
Oxford bulletin of economics and statistics
5
The review of economic studies
4
International economic review
3
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
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ECONIS (ZBW)
69
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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
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:
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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