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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Phillips, Peter C. B."
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Estimation theory
3
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3
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3
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3
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3
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3
Kaufkraftparität
2
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Amtsdruckschrift
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Phillips, Peter C. B.
Koop, Gary
22
Ghysels, Eric
17
Lucas, André
17
Wang, Hansheng
15
Koopman, Siem Jan
14
Taylor, Robert
14
Engle, Robert F.
12
Imbens, Guido
12
Kapetanios, George
12
Stock, James H.
12
Su, Liangjun
12
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12
Tsay, Ruey S.
12
Gospodinov, Nikolaj
11
Härdle, Wolfgang
11
Leybourne, Stephen James
11
Li, Qi
11
Pesaran, M. Hashem
11
Watson, Mark W.
11
Nijman, Theodore E.
10
Baillie, Richard
9
Dijk, Dick van
9
Lan, Wei
9
Linton, Oliver
9
Patton, Andrew J.
9
Perron, Pierre
9
Bollerslev, Tim
8
Diebold, Francis X.
8
Dufour, Jean-Marie
8
Gao, Jiti
8
Gouriéroux, Christian
8
Harvey, Andrew C.
8
Huber, Martin
8
Molinari, Francesca
8
Nielsen, Morten Ørregaard
8
Steel, Mark F. J.
8
Bai, Jushan
7
Bauwens, Luc
7
Cheung, Yin-Wong
7
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Econometric theory
67
Journal of econometrics
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Econometric reviews
16
The econometrics journal
12
International economic review
7
Journal of applied econometrics
7
Economics letters
6
New Zealand economic papers
6
Oxford bulletin of economics and statistics
5
The review of economic studies
4
Econometrics : open access journal
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic surveys
2
Journal of financial econometrics
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of financial studies
2
Annals of economics and statistics
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Journal of urban economics
1
Papers in honor of Patrick C. McMahon
1
Practical issues in cointegration analysis
1
Research in economics : an international review of economics
1
Special issue on new developments in time series econometrics
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Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The Australian economic review
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The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
7
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1
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
2
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
3
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Saved in:
4
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 282-294
Persistent link: https://www.econbiz.de/10009159989
Saved in:
5
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:
6
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:
7
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
Saved in:
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