//--> //--> //--> //-->
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"
~person:"Cebula, Richard J."
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Cointegration"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Article"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Estimation
Theorie
357
Theory
357
USA
220
United States
220
Estimation theory
104
Schätztheorie
104
Time series analysis
90
Zeitreihenanalyse
90
Hedging
82
Schätzung
73
Welt
49
World
49
Derivat
48
Derivative
48
Regression analysis
46
Regressionsanalyse
46
China
45
Public debt
42
Öffentliche Schulden
42
Interest rate
41
Zins
41
Kointegration
40
Einheitswurzeltest
34
Unit root test
34
Börsenkurs
33
Share price
33
Voting behaviour
33
Wahlverhalten
33
Budget deficit
32
Haushaltsdefizit
32
Democracy
31
Volatility
31
Volatilität
31
Demokratie
30
Economic growth
29
Wirtschaftswachstum
29
Capital income
28
Kapitaleinkommen
28
more ...
less ...
Online availability
All
Undetermined
30
Free
2
Type of publication
All
Article
110
Type of publication (narrower categories)
All
Article in journal
Article
Aufsatz in Zeitschrift
110
Arbeitspapier
64
Graue Literatur
64
Non-commercial literature
64
Working Paper
64
Aufsatz im Buch
1
Bibliografie enthalten
1
Bibliography included
1
Book section
1
more ...
less ...
Language
All
English
Italian
1
Author
All
Cebula, Richard J.
Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Bahmani-Oskooee, Mohsen
200
Gupta, Rangan
199
Gil-Alaña, Luis A.
143
Chang, Tsangyao
130
Narayan, Paresh Kumar
107
Apergēs, Nikolaos
105
Caporale, Guglielmo Maria
104
Tiwari, Aviral Kumar
103
Shahbaz, Muhammad
97
Wohar, Mark E.
84
Lee, Chien-chiang
75
Belke, Ansgar
68
Zaremba, Adam
63
Su, Chi-Wei
60
Balcilar, Mehmet
58
Kumbhakar, Subal
57
Hammoudeh, Shawkat
54
Pierdzioch, Christian
54
Payne, James E.
53
Hsing, Yu
52
McMillan, David G.
52
Moosa, Imad A.
51
Serletis, Apostolos
51
Tsionas, Efthymios G.
51
Herwartz, Helmut
50
Wagner, Joachim
50
Smyth, Russell
49
McAleer, Michael
48
Westerlund, Joakim
48
Egger, Peter
47
Holmes, Mark J.
47
Xuan Vinh Vo
47
Narayan, Seema
46
Pradhan, Rudra Prakash
45
Arize, Augustine Chuck
43
Afonso, António
40
Baharumshah, Ahmad Zubaidi
40
Hamori, Shigeyuki
40
Herzer, Dierk
40
more ...
less ...
Published in...
All
Journal of econometrics
15
Econometric theory
13
Applied economics letters
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The journal of futures markets
5
Economia internazionale
4
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
Journal of applied econometrics
4
Applied economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics
2
Econometric reviews
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
Public choice
2
Quarterly review / Banca Nazionale del Lavoro, Roma
2
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
2
The econometrics journal
2
Atlantic economic journal : AEJ
1
Croatian economic survey
1
Econometrics : open access journal
1
Economica
1
Energy economics
1
Finance research letters
1
German economic review
1
Global business & economics review
1
International journal of financial research
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of public finance and public choice : JPFPC
1
Journal of quantitative economics
1
New Zealand economic papers
1
OECD papers
1
Pacific-Basin finance journal
1
Papers in honor of Patrick C. McMahon
1
more ...
less ...
Source
All
ECONIS (ZBW)
110
Showing
1
-
10
of
110
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
5
A new measure of fund window dressing and its application to Chinese mutual fund market
Yu, Xiaojian
;
Liu, Jianlin
;
Lien, Da-hsiang Donald
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 63-72
Persistent link: https://www.econbiz.de/10014428174
Saved in:
6
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
Saved in:
7
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
8
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
9
Comparisons of alternative information share measures
Lien, Da-hsiang Donald
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014240185
Saved in:
10
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->