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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Technological forecasting & social change : an international journal"
~language:"eng"
~person:"Phillips, Peter C. B."
~person:"Taylor, Robert"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Lehrbuch"
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Theorie
45
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45
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44
Schätztheorie
44
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44
Zeitreihenanalyse
44
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27
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27
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18
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18
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13
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13
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Phillips, Peter C. B.
Taylor, Robert
Coates, Joseph F.
47
Linton, Oliver
46
Daim, Tugrul U.
37
Lee, Lung-fei
36
Pesaran, M. Hashem
34
Ghysels, Eric
30
Li, Qi
30
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29
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28
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26
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26
Gao, Jiti
25
Yu, Jun
25
Aït-Sahalia, Yacine
24
Bollerslev, Tim
24
Phillips, Fred
24
White, Halbert
24
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23
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23
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23
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23
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22
Gracht, Heiko von der
22
Renault, Eric
22
McAleer, Michael
21
Schmidt, Peter
21
Tauchen, George Eugene
21
Todorov, Viktor
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Diebold, Francis X.
20
Islam, Nazrul
20
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20
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Journal of econometrics
Journal of economic dynamics & control
Technological forecasting & social change : an international journal
Econometric theory
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
29
Econometric reviews
28
Oxford bulletin of economics and statistics
16
The econometrics journal
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Economics letters
8
International economic review
7
Journal of applied econometrics
7
Journal of empirical finance
7
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6
Asia Pacific business review
4
The review of economic studies
4
Econometrics
3
Econometrics : open access journal
3
Journal of financial econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The economic journal : the journal of the Royal Economic Society
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic surveys
2
Quantitative economics : QE ; journal of the Econometric Society
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The American journal of economics and sociology
2
The review of financial studies
2
Annals of economics and statistics
1
Economic time series with random walk and other nonstationary components
1
Economics bulletin : EB
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of Far Eastern business
1
Journal of banking & finance
1
Journal of interdisciplinary economics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Journal of the Asia Pacific economy
1
Journal of time series econometrics
1
Journal of urban economics
1
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ECONIS (ZBW)
98
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98
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
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:
3
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:
4
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
5
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:
6
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
7
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
Saved in:
8
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
9
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
10
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
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