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~isPartOf:"Journal of econometrics"
~isPartOf:"The economic record : er"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Burkhauser, Richard V."
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Phillips, Peter C. B."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Einführung"
~type_genre:"Statistik"
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Capital income
Großbritannien
Income tax
Prognoseverfahren
United States
Zeitreihenanalyse
Theorie
54
Theory
54
Estimation theory
36
Schätztheorie
36
Time series analysis
29
Regression analysis
14
Regressionsanalyse
14
Einheitswurzeltest
12
Unit root test
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Cointegration
10
Estimation
10
Kointegration
10
Schätzung
10
Stochastic process
9
Stochastischer Prozess
9
Panel
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Panel study
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Australia
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Australien
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Statistical test
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Statistischer Test
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4
Endogeneity
4
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4
Labour supply
4
Microeconometrics
4
Mikroökonometrie
4
Nichtlineare Regression
4
Nonlinear regression
4
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3
Bias
3
IV-Schätzung
3
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Undetermined
13
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Article
37
Book / Working Paper
2
Type of publication (narrower categories)
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Article in journal
Bibliography included
Einführung
Statistik
Aufsatz in Zeitschrift
39
Collection of articles of several authors
2
Festschrift
2
Sammelwerk
2
Language
All
English
Author
All
Blundell, Richard W.
Burkhauser, Richard V.
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Phillips, Peter C. B.
Walker, Ian
Zhang, Wei
Taylor, Robert
23
Bollerslev, Tim
18
Timmermann, Allan
18
Linton, Oliver
17
Diebold, Francis X.
13
Todorov, Viktor
13
Koop, Gary
12
Leybourne, Stephen James
12
Patton, Andrew J.
12
Swanson, Norman R.
12
Xiao, Zhijie
12
Andersen, Torben
11
Ghysels, Eric
11
Park, Joon Y.
11
Pesaran, M. Hashem
11
Chen, Xiaohong
10
Elliott, Graham
10
Robinson, Peter M.
10
Tauchen, George Eugene
10
Hallin, Marc
9
Harvey, David I.
9
Mykland, Per A.
9
Clark, Todd E.
8
Corradi, Valentina
8
Dijk, Herman K. van
8
Francq, Christian
8
Hong, Yongmiao
8
Koopman, Siem Jan
8
Schorfheide, Frank
8
Slottje, Daniel Jonathan
8
Zakoïan, Jean-Michel
8
Aït-Sahalia, Yacine
7
Chen, Rong
7
Gao, Jiti
7
Hendry, David F.
7
Kapetanios, George
7
Li, Jia
7
Marcellino, Massimiliano
7
Teräsvirta, Timo
7
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Journal of econometrics
The economic record : er
Fiscal studies : the journal of the Institute for Fiscal Studies
21
Econometric theory
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
The economic journal : the journal of the Royal Economic Society
17
Applied financial economics
15
International review of financial analysis
15
Applied economics
14
The European journal of finance
14
Economic modelling
13
Oxford bulletin of economics and statistics
11
The Manchester School of Economic and Social Studies
11
Journal of applied econometrics
10
New Zealand economic papers
10
Bulletin of economic research
9
Scottish journal of political economy : the journal of the Scottish Economic Society
9
The review of economics and statistics
9
Econometric reviews
8
Economics letters
8
International journal of finance & economics : IJFE
8
Journal of business finance & accounting : JBFA
8
The American economic review
8
Finance research letters
7
International review of economics & finance : IREF
7
Journal of economic studies
7
Journal of forecasting
7
Research in international business and finance
7
The Manchester School
7
The review of economic studies
7
Explorations in economic history : EEH
6
Journal of international financial markets, institutions & money
6
Oxford economic papers
6
The journal of asset management
6
Vierteljahrshefte zur Wirtschaftsforschung
6
Economica
5
International economic review
5
International tax and public finance
5
Journal of financial services research : JFSR
5
Journal of human resources : JHR
5
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Source
All
ECONIS (ZBW)
39
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1
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10
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39
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 231-259
Persistent link: https://www.econbiz.de/10012483325
Saved in:
8
Labour supply and taxation with restricted choices
Beffy, Magali
;
Blundell, Richard W.
;
Bozio, Antoine
; …
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 16-46
Persistent link: https://www.econbiz.de/10012303592
Saved in:
9
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:
10
Weak σ-convergence : theory and applications
Kong, Jianning
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10012302556
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