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~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Autocorrelation"
~subject:"Cointegration"
~subject:"Public goods"
~subject:"United States"
~type_genre:"Article in journal"
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Autocorrelation
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36
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32
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32
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26
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Phillips, Peter C. B.
Shogren, Jason F.
Lee, Lung-fei
15
Robinson, Peter M.
10
Johansen, Søren
8
Slottje, Daniel Jonathan
8
Sun, Yixiao
7
Nielsen, Morten Ørregaard
6
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6
Paruolo, Paolo
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5
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5
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5
Saikkonen, Pentti
5
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5
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5
Xiao, Zhijie
5
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4
Chang, Yoosoon
4
Corradi, Valentina
4
Diebold, Francis X.
4
Engle, Robert F.
4
Franses, Philip Hans
4
Gupta, Abhimanyu
4
Hwang, Jungbin
4
Koop, Gary
4
Ling, Shiqing
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McAleer, Michael
4
Sickles, Robin C.
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Steel, Mark F. J.
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Tu, Yundong
4
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4
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Yu, Jihai
4
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3
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3
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3
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3
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3
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12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
American journal of agricultural economics
7
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
4
Econometric reviews
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Economics letters
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The econometrics journal
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ECONIS (ZBW)
15
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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
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:
3
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:
4
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
5
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
Saved in:
6
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
Saved in:
7
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:
8
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:
9
Indirect inference for dynamic panel models
Gouriéroux, Christian
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 68-77
Persistent link: https://www.econbiz.de/10008661852
Saved in:
10
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
;
Phillips, Peter C. B.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 265-280
Persistent link: https://www.econbiz.de/10003608182
Saved in:
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