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~isPartOf:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~person:"Phillips, Peter C. B."
~person:"Zhang, Wei"
~type_genre:"Article in journal"
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Theorie
37
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37
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32
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32
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26
Zeitreihenanalyse
26
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12
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Phillips, Peter C. B.
Zhang, Wei
Linton, Oliver
46
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
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23
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22
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21
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20
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18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
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Journal of econometrics
Pacific-Basin finance journal
Econometric theory
67
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Econometric reviews
16
The econometrics journal
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Finance research letters
11
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Oxford bulletin of economics and statistics
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European journal of operational research : EJOR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Transportation research / E : an international journal
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Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
4
Journal of empirical finance
4
Journal of knowledge management
4
The journal of corporate finance : contracting, governance and organization
4
The review of economic studies
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Econometrics : open access journal
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International journal of economics and finance
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Journal of Chinese economic and business studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Manufacturing & service operations management : M & SOM
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Review of quantitative finance and accounting
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Agricultural and resource economics review : ARER
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American journal of agricultural economics
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Asia Pacific financial markets
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Asian economic papers
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ECONIS (ZBW)
71
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1
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71
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1
Trading volume, anomaly returns and noise trader risk in China
Han, Chunmao
;
Zhang, Wei
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014534538
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
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:
7
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:
8
Decision time and investors' portfolio strategies
Zhang, Jing
;
Zhang, Wei
;
Li, Yuelei
;
Caglayan, Mustafa
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013332742
Saved in:
9
Do messages on online stock forums spur firm productivity?
Zhang, Wei
;
Wang, Pengfei
;
Li, Yi
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013332502
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
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