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~isPartOf:"Journal of development economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~language:"eng"
~person:"Bai, Jushan"
~person:"Gao, Jiti"
~person:"Jayne, Thomas S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
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Theorie
50
Theory
50
Estimation theory
49
Schätztheorie
49
Time series analysis
36
Zeitreihenanalyse
36
Panel
23
Panel study
23
Regression analysis
22
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22
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20
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20
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14
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14
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Bai, Jushan
Gao, Jiti
Jayne, Thomas S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Linton, Oliver
46
Barrett, Christopher B.
42
Lee, Lung-fei
35
Taylor, Robert
32
Ravallion, Martin
31
Li, Qi
30
Ghysels, Eric
29
McKenzie, David J.
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
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Fafchamps, Marcel
26
Hsiao, Cheng
26
Park, Joon Y.
26
Koop, Gary
25
Aït-Sahalia, Yacine
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Faff, Robert W.
24
Gouriéroux, Christian
24
Swanson, Norman R.
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White, Halbert
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
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Chen, Xiaohong
23
Deininger, Klaus W.
23
Klasen, Stephan
23
Timmermann, Allan
23
McAleer, Michael
22
Renault, Eric
22
Sadoulet, Elisabeth
22
Baltagi, Badi H.
21
Schmidt, Peter
21
Todorov, Viktor
21
Xiao, Zhijie
21
De Janvry, Alain
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
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International Conference on Econometrics <2016, Melbourne>
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Journal of development economics
Journal of econometrics
Pacific-Basin finance journal
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
Econometric theory
81
The journal of futures markets
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
36
International review of economics & finance : IREF
33
Econometric reviews
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Economics letters
18
Food policy : economics planning and politics of food and agriculture
18
The econometrics journal
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The North American journal of economics and finance : a journal of financial economics studies
16
Journal of applied econometrics
14
International review of financial analysis
11
Applied economics
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Agricultural economics : the journal of the International Association of Agricultural Economists
8
Finance research letters
8
American journal of agricultural economics
7
International economic review
7
Applied financial economics
6
Education economics
6
New Zealand economic papers
6
Oxford bulletin of economics and statistics
6
Review of quantitative finance and accounting
6
The journal of development studies : JDS
6
The review of economic studies
6
Economic development and cultural change
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Cambridge working papers in economics
4
Energy economics
4
Journal of agricultural economics
4
Journal of economics and finance
4
Journal of empirical finance
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
The review of economics and statistics
4
Annals of economics and finance
3
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ECONIS (ZBW)
130
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130
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
3
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
5
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:
6
Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao
;
Lien, Da-hsiang Donald
;
Tsai, Wei-Che
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463313
Saved in:
7
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
8
High-dimensional VARs with common factors
Miao, Ke
;
Phillips, Peter C. B.
;
Su, Liangjun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 155-183
Persistent link: https://www.econbiz.de/10014340976
Saved in:
9
Most powerful test against a sequence of high dimensional local alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
Saved in:
10
Quasi-maximum likelihood estimation of break point in high-dimensional factor models
Duan, Jiangtao
;
Bai, Jushan
;
Han, Xu
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 209-236
Persistent link: https://www.econbiz.de/10014340997
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