//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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."
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
44
Theory
44
Estimation theory
40
Schätztheorie
40
Time series analysis
30
Zeitreihenanalyse
30
Panel
16
Panel study
16
Regression analysis
16
Regressionsanalyse
16
Einheitswurzeltest
12
Unit root test
12
Cointegration
11
Estimation
11
Kointegration
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Schätzung
11
Stochastic process
11
Factor analysis
8
Faktorenanalyse
8
Statistical test
7
Statistischer Test
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Autocorrelation
5
Autokorrelation
5
Endogeneity
5
Correlation
4
Induktive Statistik
4
Korrelation
4
Nichtlineare Regression
4
Nonlinear regression
4
Southern Africa
4
Statistical inference
4
Südliches Afrika
4
Autoregression
3
Bias
3
China
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Article
Conference paper
Aufsatz in Zeitschrift
11
Language
All
English
Author
All
Bai, Jushan
Jayne, Thomas S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Todorov, Viktor
11
Tauchen, George Eugene
8
McAleer, Michael
7
Yu, Jun
6
Park, Joon Y.
5
Asai, Manabu
4
Bollerslev, Tim
4
Chang, Chia-Lin
4
Lieberman, Offer
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Chan, Joshua
3
Clark, Todd E.
3
Francq, Christian
3
Horváth, Lajos
3
Jin, Sainan
3
Li, Jia
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Renault, Eric
3
Shephard, Neil G.
3
Taylor, Robert
3
Varneskov, Rasmus Tangsgaard
3
Xiu, Dacheng
3
Amengual, Dante
2
Arvanitis, Stelios
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Bravo-Ureta, Boris E.
2
Chib, Siddhartha
2
Creal, Drew
2
Dufour, Jean-Marie
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Giesecke, Kay
2
Gonzalo, Jesús
2
more ...
less ...
Published in...
All
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
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Advances in futures and options research : a research annual
1
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of quantitative economics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
2
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
3
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
4
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
5
Testing linearity using power transforms of regressors
Baek, Yae In
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
Saved in:
6
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
7
Bootstrapping I(1) data
Phillips, Peter C. B.
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
Saved in:
8
Testing multivariate distributions in GARCH models
Bai, Jushan
;
Chen, Zhihong
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10003722589
Saved in:
9
Nonstationary discrete choice : a corrigendum and addendum
Phillips, Peter C. B.
;
Jin, Sainan
;
Hu, Ling
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1115-1130
Persistent link: https://www.econbiz.de/10003571426
Saved in:
10
Estimating cross-section common stochastic trends in nonstationary panel data
Bai, Jushan
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 137-183
Persistent link: https://www.econbiz.de/10002136515
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->