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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:"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"
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Stochastischer Prozess
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Jayne, Thomas S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Todorov, Viktor
11
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8
McAleer, Michael
7
Yu, Jun
6
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Asai, Manabu
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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
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
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of quantitative economics
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The econometrics journal
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ECONIS (ZBW)
9
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1
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9
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9
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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
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:
9
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
Saved in:
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