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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"fra"
~person:"Creedy, John"
~person:"De Grauwe, Paul"
~person:"Frey, Bruno S."
~person:"Phillips, Peter C. B."
~person:"Wohar, Mark E."
~subject:"EU-Staaten"
~subject:"Forecasting model"
~subject:"Inflation"
~subject:"Konsumentenverhalten"
~subject:"Schock"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzschrift"
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EU-Staaten
Forecasting model
Inflation
Konsumentenverhalten
Schock
Theory
United Kingdom
Theorie
37
Estimation theory
32
Schätztheorie
32
Time series analysis
26
Zeitreihenanalyse
26
Einheitswurzeltest
12
Regression analysis
12
Regressionsanalyse
12
Unit root test
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Cointegration
10
Kointegration
10
Stochastic process
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Stochastischer Prozess
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Panel study
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Multivariate analysis
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Predictive regression
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Stochastic unit root
3
Systematischer Fehler
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Amtliche Publikation
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Book section
Collection of articles written by one author
Konferenzschrift
Aufsatz in Zeitschrift
38
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2
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2
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Creedy, John
De Grauwe, Paul
Frey, Bruno S.
Phillips, Peter C. B.
Wohar, Mark E.
Timmermann, Allan
20
Linton, Oliver
18
Swanson, Norman R.
18
Ghysels, Eric
17
Pesaran, M. Hashem
17
Diebold, Francis X.
16
Gouriéroux, Christian
16
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Taylor, Robert
14
Corradi, Valentina
13
Aït-Sahalia, Yacine
12
Granger, C. W. J.
12
McAleer, Michael
12
Xiao, Zhijie
12
Bollerslev, Tim
11
Chib, Siddhartha
11
Hsiao, Cheng
11
Patton, Andrew J.
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Dijk, Herman K. van
10
Hong, Yongmiao
10
Li, Qi
10
Ng, Serena
10
Park, Joon Y.
10
Andersen, Torben
9
Baltagi, Badi H.
9
Dufour, Jean-Marie
9
Kapetanios, George
9
Robinson, Peter M.
9
Slottje, Daniel Jonathan
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
White, Halbert
9
Bai, Jushan
8
Barnett, William A.
8
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Journal of econometrics
Econometric theory
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
New Zealand economic papers
16
The Australian economic review
16
Australian economic papers
14
Exchange rates and global financial policies
13
Intereconomics : review of European economic policy
12
Bulletin of economic research
10
European economic review : EER
10
The economic record : er
10
Econometric reviews
9
Fiscal studies : the journal of the Institute for Fiscal Studies
9
Scottish journal of political economy : the journal of the Scottish Economic Society
9
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
8
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
8
Journal of institutional and theoretical economics : JITE
8
Journal of macroeconomics
8
Public choice
8
Finance research letters
7
International review of economics & finance : IREF
7
Journal of applied econometrics
7
Journal of economic studies
7
Journal of economic surveys
7
Oxford bulletin of economics and statistics
7
The Manchester School
7
The econometrics journal
7
Applied economics
6
Applied financial economics
6
Economic modelling
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
European journal of political economy
6
International journal of finance & economics : IJFE
6
Journal of common market studies : JCMS
6
Journal of economic behavior & organization : JEBO
6
Journal of empirical finance
6
Journal of international money and finance
6
Economics letters
5
Empirica : journal of european economics
5
Open economies review
5
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ECONIS (ZBW)
38
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38
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1
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:
2
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:
3
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:
4
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:
5
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
6
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
7
Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
Saved in:
8
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 155-165
Persistent link: https://www.econbiz.de/10009671329
Saved in:
9
Dynamic misspecification in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C. B.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 270-284
Persistent link: https://www.econbiz.de/10009612740
Saved in:
10
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
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