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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~person:"Timmermann, Allan"
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Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Timmermann, Allan
Ghysels, Eric
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cowles Foundation discussion paper
248
Cowles Foundation Discussion Paper
119
CREMA Working Paper
111
Journal of econometrics
88
Working paper / Institute for Empirical Research in Economics, University of Zürich
88
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Econometric theory
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59
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58
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51
Discussion paper / Centre for Economic Policy Research
37
International review of economics & finance : IREF
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
29
Kyklos : international review for social sciences
23
Economics letters
22
Working paper
22
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
19
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
19
Econometric reviews
17
Cowles Foundation Discussion Papers
16
The economic journal : the journal of the Royal Economic Society
16
Discussion paper / Department of Economics, University of California San Diego
15
The North American journal of economics and finance : a journal of financial economics studies
15
Public choice
14
Discussion paper series / LSE Financial Markets Group
13
Working Paper
13
Applied economics
12
IZA Discussion Papers
12
International journal of forecasting
12
Journal of economic literature
12
The econometrics journal
12
Working Paper Series
12
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
12
Diskussionsbeiträge
11
International review of financial analysis
11
Journal of institutional and theoretical economics : JITE
11
Discussion paper series / IZA
10
Discussion papers / CEPR
10
Journal of applied econometrics
10
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ECONIS (ZBW)
14
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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
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
3
Guest editors' introduction: regime switching and threshold models
Chan, Kung-sik
;
Hansen, Bruce E.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 159-161
Persistent link: https://www.econbiz.de/10011704159
Saved in:
4
Special issue on regime switching and threshold models
Chan, Kung-sik
(
ed.
);
Hansen, Bruce E.
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011704153
Saved in:
5
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:
6
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009558975
Saved in:
7
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:
8
Predictability of output growth and inflation : a multi-horizon survey approach
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 397-410
Persistent link: https://www.econbiz.de/10009232539
Saved in:
9
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:
10
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
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