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~language:"eng"
~language:"fin"
~language:"srp"
~person:"Phillips, Peter C. B."
~subject:"Forecasting model"
~subject:"Spekulationsblase"
~type_genre:"Article in journal"
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Forecasting model
Spekulationsblase
Theorie
143
Theory
143
Estimation theory
91
Schätztheorie
91
Time series analysis
87
Zeitreihenanalyse
87
Regression analysis
40
Regressionsanalyse
40
Einheitswurzeltest
33
Unit root test
33
Cointegration
31
Kointegration
30
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Stochastic process
24
Stochastischer Prozess
24
Estimation
22
Panel
22
Panel study
22
Schätzung
22
Econometrics
21
Ökonometrie
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Statistical test
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Statistischer Test
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Autocorrelation
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Autokorrelation
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12
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Nonlinear regression
11
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9
Prognoseverfahren
9
Statistical distribution
9
Statistical inference
9
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9
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9
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9
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8
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24
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24
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21
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Phillips, Peter C. B.
Gupta, Rangan
200
Ma, Feng
96
Pierdzioch, Christian
91
Clements, Michael P.
71
Franses, Philip Hans
65
Wang, Yudong
60
Zhang, Yaojie
59
Baghestani, Hamid
58
Fildes, Robert
57
Timmermann, Allan
55
McMillan, David G.
54
Marcellino, Massimiliano
51
Wohar, Mark E.
47
Stekler, Herman O.
46
Petropoulos, Fotios
43
Narayan, Paresh Kumar
41
Wang, Shouyang
41
Goodwin, Paul
40
Liang, Chao
40
Nikolopoulos, Konstantinos
40
Zaremba, Adam
40
Song, Haiyan
39
Hyndman, Rob J.
38
Ruelke, Jan-Christoph
38
Hendry, David F.
37
Diebold, Francis X.
36
Salisu, Afees A.
36
Swanson, Norman R.
36
Taylor, James W.
36
Bouri, Elie
34
Bratu, Mihaela
34
Kourentzes, Nikolaos
33
Michelsen, Claus
33
Sornette, Didier
33
Balcilar, Mehmet
32
Irwin, Scott H.
31
Lahiri, Kajal
31
Armstrong, Jon Scott
30
Kapetanios, George
30
Pesaran, M. Hashem
30
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International economic review
3
Journal of econometrics
3
New Zealand economic papers
2
Quantitative economics : QE ; journal of the Econometric Society
2
Econometric theory
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Oxford bulletin of economics and statistics
1
Research in economics : an international review of economics
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ECONIS (ZBW)
21
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1
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10
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21
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1
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
2
Diagnosing housing fever with an econometric thermometer
Shi, Shuping
;
Phillips, Peter C. B.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 159-186
Persistent link: https://www.econbiz.de/10014287818
Saved in:
3
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
International economic review
64
(
2023
)
4
,
pp. 1347-1395
Persistent link: https://www.econbiz.de/10014436838
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
Financial bubble implosion and reverse regression
Phillips, Peter C. B.
;
Shi, Shu-Ping
- In:
Econometric theory
34
(
2018
)
4
,
pp. 705-753
Persistent link: https://www.econbiz.de/10011951424
Saved in:
6
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
7
Hot property in New Zealand : empirical evidence of housing bubbles in the metropolitan centres
Greenaway-McGrevy, Ryan
;
Phillips, Peter C. B.
- In:
New Zealand economic papers
50
(
2016
)
1
,
pp. 88-113
Persistent link: https://www.econbiz.de/10011508698
Saved in:
8
Modeling speculative bubbles with diverse investor expectations
Phillips, Peter C. B.
- In:
Research in economics : an international review of economics
70
(
2016
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10011631179
Saved in:
9
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:
10
New methodology for constructing real estate price indices applied to the Singapore residential market
Jiang, Liang
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011585504
Saved in:
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