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~isPartOf:"Journal of econometrics"
~isPartOf:"The American journal of economics and sociology"
~isPartOf:"The review of financial studies"
~language:"dan"
~language:"eng"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Theorie
38
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38
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33
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33
Time series analysis
28
Zeitreihenanalyse
28
Nichtparametrisches Verfahren
13
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13
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12
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12
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Phillips, Peter C. B.
Linton, Oliver
45
Lee, Lung-fei
35
Ghysels, Eric
34
Taylor, Robert
32
Li, Qi
30
Moss, Laurence S.
29
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29
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28
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27
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26
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26
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26
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25
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25
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25
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24
Chen, Songnian
23
Chen, Xiaohong
23
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23
Renault, Eric
23
Swanson, Norman R.
23
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22
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21
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21
Stulz, René M.
21
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21
Xiao, Zhijie
21
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20
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20
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20
Bai, Jushan
19
Mykland, Per A.
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
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18
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18
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Journal of econometrics
The American journal of economics and sociology
The review of financial studies
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
12
International economic review
7
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7
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6
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6
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5
Oxford bulletin of economics and statistics
5
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4
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3
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3
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2
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2
Journal of empirical finance
2
Journal of financial econometrics
2
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2
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1
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1
Economic time series with random walk and other nonstationary components
1
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Testing integration and cointegration
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The Australian economic review
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ECONIS (ZBW)
70
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
9
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
10
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
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