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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 financial econometrics : official journal of the Society for Financial 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:"Time series analysis"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~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
Time series analysis
Volatility
Estimation theory
5
Schätztheorie
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Theorie
3
Theory
3
Volatilität
3
Kaufkraftparität
2
Purchasing power parity
2
Statistical distribution
2
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2
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1
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1
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1
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1
Brownian functional
1
Capital income
1
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1
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1
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1
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1
Distributional expansion
1
Einheitswurzeltest
1
Einkommensverteilung
1
Estimation
1
Exchange rate
1
Exchange rates
1
Explosive process
1
Forecasting model
1
Grid bootstrap
1
IVX estimation
1
In-fill asymptotics
1
Income distribution
1
Kapitaleinkommen
1
Kointegration
1
Kolmogorov-Smirnov test
1
Martingal
1
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Type of publication
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Article
5
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Amtsdruckschrift
Article in journal
Aufsatz in Zeitschrift
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Language
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Bulgarian
English
Hungarian
Malay (macrolanguage)
Spanish
Author
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Phillips, Peter C. B.
Yu, Jun
Ghysels, Eric
13
Engle, Robert F.
11
Janiszewski, Chris A.
11
Koopman, Siem Jan
10
Westerlund, Joakim
10
Härdle, Wolfgang
8
Krishna, Aradhna
8
Laran, Juliano
8
Wyer, Robert S.
8
Bagchi, Rajesh
7
Gao, Jiti
7
Harvey, Andrew C.
7
Lucas, André
7
Rucker, Derek D.
7
Shiv, Baba
7
Taylor, Robert
7
Tsay, Ruey S.
7
Argo, Jennifer J.
6
Bearden, William O.
6
Berger, Jonah
6
Corsi, Fulvio
6
Koop, Gary
6
Leybourne, Stephen James
6
Li, Wai Keung
6
Lichtenstein, Donald R.
6
McGill, Ann L.
6
Meyers-Levy, Joan
6
Morales, Andrea C.
6
Su, Liangjun
6
Tauchen, George Eugene
6
Vohs, Kathleen D.
6
Wilcox, Keith
6
Belk, Russell W.
5
Fishbach, Ayelet
5
Folkes, Valerie S.
5
Franses, Philip Hans
5
Gal, David
5
Grewal, Dhruv
5
Hoch, Stephen J.
5
Mogilner, Cassie
5
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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 financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
47
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
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 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)
5
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1
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
2
Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
Saved in:
3
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10003992805
Saved in:
4
Deviance information criterion for comparing stochastic volatility models
Berg, Andreas
;
Meyer, Renate
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 107-120
Persistent link: https://www.econbiz.de/10001891469
Saved in:
5
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
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