//--> //--> //--> //-->
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 econometrics"
~isPartOf:"Journal of financial economics"
~language:"cat"
~language:"eng"
~person:"Chen, Xiaohong"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
45
Schätztheorie
45
Theorie
43
Theory
43
Time series analysis
36
Zeitreihenanalyse
36
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Einheitswurzeltest
13
Regression analysis
13
Regressionsanalyse
13
Unit root test
13
Cointegration
11
Kointegration
11
Estimation
9
Schätzung
9
Statistical test
9
Statistischer Test
9
Stochastic process
9
Stochastischer Prozess
9
Panel
8
Panel study
8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Autocorrelation
5
Autokorrelation
5
Multivariate Analyse
5
Multivariate analysis
5
Nichtlineare Regression
5
Nonlinear regression
5
Endogeneity
4
Method of moments
4
Momentenmethode
4
Autoregression
3
Bias
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Forecasting model
3
Kleinste-Quadrate-Methode
3
Least squares method
3
more ...
less ...
Online availability
All
Undetermined
31
Type of publication
All
Article
86
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
89
Conference paper
5
Konferenzbeitrag
5
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
2
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
Valencian
English
Author
All
Chen, Xiaohong
Phillips, Peter C. B.
Linton, Oliver
46
Stulz, René M.
37
Lee, Lung-fei
35
Ghysels, Eric
33
Taylor, Robert
32
Li, Qi
30
Aït-Sahalia, Yacine
29
Robinson, Peter M.
29
Bollerslev, Tim
28
Su, Liangjun
28
Timmermann, Allan
28
Park, Joon Y.
27
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Gao, Jiti
25
Todorov, Viktor
25
White, Halbert
25
Gouriéroux, Christian
24
Yu, Jun
24
Chen, Songnian
23
Koop, Gary
23
Swanson, Norman R.
23
Harvey, Campbell R.
22
Renault, Eric
22
Schmidt, Peter
22
McAleer, Michael
21
Tauchen, George Eugene
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Bai, Jushan
19
Ng, Serena
19
Shleifer, Andrei
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Hausman, Jerry A.
18
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial economics
Econometric theory
74
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
Econometric reviews
16
The econometrics journal
13
Journal of applied econometrics
8
Economics letters
7
International economic review
7
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
6
New Zealand economic papers
6
The review of economic studies
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
Quantitative economics : QE ; journal of the Econometric Society
5
China economic review : an international journal
4
Energy economics
4
Group decision and negotiation
4
Journal of the Operational Research Society
4
Econometrics : open access journal
3
European journal of operational research : EJOR
3
International journal of production research
3
Journal of business ethics : JBE
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of travel and tourism marketing
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of contemporary hospitality management
2
International journal of information technology and management : IJITM
2
Journal of economic surveys
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of the Operational Research Society : OR
2
Omega : the international journal of management science
2
Operational research : an international journal
2
The American journal of economics and sociology
2
The review of economics and statistics
2
The review of financial studies
2
Tourism management : research, policies, practice
2
Annals of economics and statistics
1
Annual review of economics
1
Applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
89
Showing
1
-
10
of
89
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1848-1875
Persistent link: https://www.econbiz.de/10014471433
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
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:
5
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:
6
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
7
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:
8
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:
9
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
10
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->