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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:"Jayne, Thomas S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~person:"Ravallion, Martin"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
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Theorie
48
Theory
48
Estimation theory
40
Schätztheorie
40
Time series analysis
30
Zeitreihenanalyse
30
Panel
16
Panel study
16
Regression analysis
16
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16
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15
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15
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12
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11
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Bai, Jushan
Jayne, Thomas S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Ravallion, Martin
Linton, Oliver
46
Barrett, Christopher B.
42
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
McKenzie, David J.
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Fafchamps, Marcel
26
Gao, Jiti
26
Hsiao, Cheng
26
Park, Joon Y.
26
Koop, Gary
25
Aït-Sahalia, Yacine
24
Faff, Robert W.
24
Gouriéroux, Christian
24
Swanson, Norman R.
24
White, Halbert
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
23
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
20
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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
71
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
Economics letters
30
Food policy : economics planning and politics of food and agriculture
19
Econometric reviews
18
The World Bank economic review
16
Journal of applied econometrics
15
The North American journal of economics and finance : a journal of financial economics studies
15
The econometrics journal
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Economic development and cultural change
11
International review of financial analysis
11
Journal of public economics
11
The World Bank research observer
11
Applied economics
10
Oxford bulletin of economics and statistics
10
American journal of agricultural economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
The review of economics and statistics
9
Agricultural economics : the journal of the International Association of Agricultural Economists
8
Finance research letters
8
Journal of economic inequality
8
The journal of development studies : JDS
8
The review of income and wealth : journal of the International Association for Research in Income and Wealth
8
International economic review
7
The economic journal : the journal of the Royal Economic Society
7
Applied financial economics
6
Education economics
6
New Zealand economic papers
6
Review of quantitative finance and accounting
6
The review of economic studies
6
Journal of economic behavior & organization : JEBO
5
China economic review : an international journal
4
Econometrics
4
Econometrics : open access journal
4
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ECONIS (ZBW)
139
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139
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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
Child health and the housing environment
Brown, Caitlin
;
Ravallion, Martin
;
Van de Walle, Dominique
- In:
World development : the multi-disciplinary …
168
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014437727
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 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:
8
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
Saved in:
9
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
10
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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