//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~language:"fin"
~language:"srp"
~person:"Phillips, Peter C. B."
~subject:"Spekulationsblase"
~subject:"Stochastic process"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Spekulationsblase
Stochastic process
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
Stochastischer Prozess
24
Estimation
22
Panel
22
Panel study
22
Schätzung
22
Econometrics
21
Ökonometrie
21
Statistical test
17
Statistischer Test
17
Autocorrelation
15
Autokorrelation
15
Bubbles
12
Nichtlineare Regression
11
Nonlinear regression
11
Forecasting model
9
Induktive Statistik
9
Prognoseverfahren
9
Statistical distribution
9
Statistical inference
9
Statistische Verteilung
9
USA
9
United States
9
Bias
8
IV-Schätzung
8
more ...
less ...
Online availability
All
Undetermined
17
Free
1
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
45
Graue Literatur
45
Non-commercial literature
45
Working Paper
45
Aufsatz in Zeitschrift
35
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
Finnish
Serbian
Author
All
Phillips, Peter C. B.
Escudero, Laureano F.
40
McAleer, Michael
33
Sornette, Didier
33
Escobar, Marcos
29
Yu, Jun
28
Fabozzi, Frank J.
26
Gendreau, Michel
26
Jarrow, Robert A.
26
Siu, Tak Kuen
25
Su, Chi-Wei
25
Carr, Peter
24
Hainaut, Donatien
24
Wong, Wing Keung
23
Asai, Manabu
21
Benth, Fred Espen
21
Chang, Tsangyao
21
Elliott, Robert J.
21
Wallace, Stein W.
21
Cui, Zhenyu
20
Madan, Dilip B.
20
Tsionas, Efthymios G.
20
Gupta, Rangan
19
Todorov, Viktor
19
Wong, Hoi Ying
19
Račev, Svetlozar T.
18
Shapiro, Alexander
18
Tauchen, George Eugene
18
Bayraktar, Erhan
17
Chang, Hsu-Ling
17
Miao, Jianjun
17
Wang, Xingchun
17
Allen, Franklin
16
Chan, Joshua
16
Gil-Alaña, Luis A.
16
Hommes, Cars H.
16
Maggioni, Francesca
16
Rossi, Roberto
16
Takahashi, Akihiko
16
Tarim, S. Armagan
16
more ...
less ...
Published in...
All
Journal of econometrics
9
Econometric theory
7
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
Quantitative economics : QE ; journal of the Econometric Society
2
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of quantitative economics
1
New Zealand economic papers
1
Research in economics : an international review of economics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
4
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:
5
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:
6
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
7
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:
8
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:
9
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:
10
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->