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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Phillips, Peter C. B."
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Estimation theory
3
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Fabozzi, Frank J.
Phillips, Peter C. B.
Koop, Gary
15
Wang, Hansheng
15
Lucas, André
12
Stock, James H.
12
Engle, Robert F.
11
Ghysels, Eric
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Huber, Martin
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Ke, Zheng Tracy
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Kilian, Lutz
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Li, Wanshan
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Ng, Serena
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Racine, Jeffrey
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6
Dijk, Dick van
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
64
Econometric theory
63
The journal of portfolio management : JPM
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
The journal of portfolio management : a publication of Institutional Investor
27
The journal of fixed income
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14
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International journal of theoretical and applied finance
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Economics letters
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International economic review
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Journal of applied econometrics
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International review of financial analysis
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Journal of international money and finance
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New Zealand economic papers
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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European financial management : the journal of the European Financial Management Association
4
Journal of economic dynamics & control
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Journal of empirical finance
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The journal of asset management
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The journal of structured finance
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The review of economic studies
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Advances in futures and options research : a research annual
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Annals of operations research
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Applied economics letters
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Applied financial economics letters
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
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