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~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Phillips, Peter C. B."
~subject:"Endogeneity"
~subject:"Stochastischer Prozess"
~subject:"Unit root test"
~type_genre:"Article in journal"
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Endogeneity
Stochastischer Prozess
Unit root test
Theorie
36
Theory
36
Estimation theory
32
Schätztheorie
32
Time series analysis
26
Zeitreihenanalyse
26
Einheitswurzeltest
12
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Multivariate Analyse
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Predictive regression
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Stochastic unit root
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Article in journal
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21
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English
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Phillips, Peter C. B.
Taylor, Robert
19
Todorov, Viktor
11
Park, Joon Y.
10
Chang, Yoosoon
8
Tauchen, George Eugene
8
McAleer, Michael
7
Leybourne, Stephen James
6
Westerlund, Joakim
6
Yu, Jun
6
Harvey, David I.
5
Linton, Oliver
5
Rodrigues, Paulo M. M.
5
Shin, Dong-wan
5
Zakoïan, Jean-Michel
5
Amsler, Christine Elaine
4
Asai, Manabu
4
Bollerslev, Tim
4
Chang, Chia-Lin
4
Demetrescu, Matei
4
Francq, Christian
4
Gao, Jiti
4
Jong, Robert M. de
4
Lieberman, Offer
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Schmidt, Peter
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Bai, Jushan
3
Breitung, Jörg
3
Burridge, Peter
3
Carriero, Andrea
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Clark, Todd E.
3
Elliott, Graham
3
Georgiev, Iliyan
3
Horváth, Lajos
3
Jin, Sainan
3
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Journal of econometrics
Econometric theory
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Econometric reviews
4
The econometrics journal
3
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International economic review
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
1
Oxford bulletin of economics and statistics
1
Practical issues in cointegration analysis
1
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ECONIS (ZBW)
21
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21
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1
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:
2
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:
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
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:
5
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:
6
Threshold regression with endogeneity
Yu, Ping
;
Phillips, Peter C. B.
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 50-68
Persistent link: https://www.econbiz.de/10011974610
Saved in:
7
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:
8
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:
9
Structural inference from reduced forms with many instruments
Phillips, Peter C. B.
;
Gao, Wayne Yuan
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 96-116
Persistent link: https://www.econbiz.de/10011897653
Saved in:
10
Testing linearity using power transforms of regressors
Baek, Yae In
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
Saved in:
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