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~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~person:"Cheung, Yin-Wong"
~person:"Frey, Bruno S."
~person:"Miller, Norman C."
~person:"Phillips, Peter C. B."
~person:"Vasishtha, Garima"
~source:"econis"
~subject:"Autokorrelation"
~subject:"Exchange rate policy"
~subject:"International financial market"
~subject:"Stochastischer Prozess"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Aufsatz in Zeitschrift"
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Autokorrelation
Exchange rate policy
International financial market
Stochastischer Prozess
Theory
United States
Theorie
8
Estimation theory
5
Schätztheorie
5
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
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1
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1
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Mildly explosive process
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Probability theory
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Recursive regression
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1
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1
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1
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Article in journal
Article
Aufsatz in Zeitschrift
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Cheung, Yin-Wong
Frey, Bruno S.
Miller, Norman C.
Phillips, Peter C. B.
Vasishtha, Garima
Banerjee, Anindya
8
Leybourne, Stephen James
8
Hendry, David F.
7
Franses, Philip Hans
5
Harvey, David I.
5
Arulampalam, Wiji
4
Granger, C. W. J.
4
Hall, Stephen G.
4
Newbold, Paul
4
Nymoen, Ragnar
4
Pagan, Adrian R.
4
Pesaran, M. Hashem
4
Taylor, Robert
4
Castelnuovo, Efrem
3
Cubadda, Gianluca
3
Escribano, Álvaro
3
Fanelli, Luca
3
Gil-Alaña, Luis A.
3
Henry, S. G. B.
3
Heywood, John S.
3
Johansen, Søren
3
Koopman, Siem Jan
3
Lanne, Markku
3
Lütkepohl, Helmut
3
MacDonald, Ronald
3
Milner, Chris
3
Muellbauer, John
3
Osborn, Denise R.
3
Psaradakis, Zacharias G.
3
Robertson, Donald
3
Urbain, Jean-Pierre
3
Adam, Christopher S.
2
Ahn, Sung K.
2
Anderson, Heather M.
2
Azevedo, João Valle e
2
Bacchiocchi, Emanuele
2
Balcombe, Kelvin G.
2
Behrman, Jere R.
2
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Oxford bulletin of economics and statistics
Journal of econometrics
41
Econometric theory
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Journal of international money and finance
22
Econometric reviews
8
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
8
Journal of institutional and theoretical economics : JITE
8
The econometrics journal
7
Journal of applied econometrics
6
Public choice
6
Economics letters
5
Journal of economic behavior & organization : JEBO
5
European economic review : EER
4
International economic review
4
International journal of finance & economics : IJFE
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of cultural economics
4
Journal of economic surveys
4
The American economic review
3
The review of economic studies
3
Constitutional political economy
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Defence and peace economics
2
Economia delle scelte pubbliche : SP
2
Economic inquiry : journal of the Western Economic Association International
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European journal of political economy
2
International review of economics & finance : IREF
2
Journal of economic psychology : research in economic psychology and behavioral economics
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of macroeconomics
2
Kyklos : international review for social sciences
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
New Zealand economic papers
2
Pacific economic review
2
Pacific-Basin finance journal
2
Papers and proceedings of the ... annual congress of the European Economic Association
2
Swiss journal of economics and statistics
2
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ECONIS (ZBW)
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1
Specification sensitivity in right-tailed unit root testing for explosive behaviour
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10010474929
Saved in:
2
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
Saved in:
3
An inroduction to best empirical models when the paramenter space is infinite dimensional
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 877-890
Persistent link: https://www.econbiz.de/10001860216
Saved in:
4
A note on the power of money-output causality tests
Cheung, Yin-Wong
;
Fujii, Eiji
- In:
Oxford bulletin of economics and statistics
63
(
2001
)
2
,
pp. 247-261
Persistent link: https://www.econbiz.de/10001585158
Saved in:
5
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
Saved in:
6
Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
3
,
pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
Saved in:
7
Finite-sample sizes of Johansen s likelihood ratio tests for cointegration
Cheung, Yin-Wong
- In:
Oxford bulletin of economics and statistics
55
(
1993
)
3
,
pp. 313-328
Persistent link: https://www.econbiz.de/10001147195
Saved in:
8
LM tests for a unit root in the presence of deterministic trends
Schmidt, Peter
- In:
Oxford bulletin of economics and statistics
54
(
1992
)
3
,
pp. 257-287
Persistent link: https://www.econbiz.de/10001330274
Saved in:
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