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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Phillips, Peter C. B."
~person:"Wohar, Mark E."
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"No longer published / No longer aquired"
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Phillips, Peter C. B.
Wohar, Mark E.
Gallant, A. Ronald
11
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10
Ghysels, Eric
10
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9
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
67
Journal of econometrics
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Applied economics
19
Econometric reviews
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International review of economics & finance : IREF
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Journal of international money and finance
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New Zealand economic papers
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Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic research
5
Oxford bulletin of economics and statistics
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of forecasting
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
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Southern economic journal
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The review of economic studies
4
Econometrics : open access journal
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Economic modelling
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of financial analysis
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Journal of forecasting
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Journal of money, credit and banking : JMCB
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The Manchester School
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ECONIS (ZBW)
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1
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
2
Homage to Halbert White
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 618-619
Persistent link: https://www.econbiz.de/10010512289
Saved in:
3
Structural breaks and predictive regression models of aggregate US stock returns
Rapach, David E.
;
Wohar, Mark E.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
2
,
pp. 238-274
Persistent link: https://www.econbiz.de/10003318450
Saved in:
4
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
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