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~language:"eng"
~person:"Cebula, Richard J."
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Cointegration"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Article"
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Cointegration
Schätztheorie
Theorie
357
Theory
357
USA
220
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220
Estimation theory
104
Time series analysis
90
Zeitreihenanalyse
90
Hedging
82
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48
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Cebula, Richard J.
Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Bahmani-Oskooee, Mohsen
91
Gil-Alaña, Luis A.
69
Baltagi, Badi H.
68
Shahbaz, Muhammad
67
Linton, Oliver
66
Lee, Lung-fei
65
Tsionas, Efthymios G.
65
Chang, Tsangyao
60
Li, Qi
59
Lütkepohl, Helmut
54
Andrews, Donald W. K.
52
Caporale, Guglielmo Maria
51
Robinson, Peter M.
48
Westerlund, Joakim
48
Newey, Whitney K.
47
Narayan, Paresh Kumar
46
Ullah, Aman
46
Su, Liangjun
45
Gupta, Rangan
44
McAleer, Michael
44
Pesaran, M. Hashem
43
Tiwari, Aviral Kumar
42
Apergēs, Nikolaos
41
Gao, Jiti
40
Kumbhakar, Subal
40
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
37
Johansen, Søren
36
Perron, Pierre
36
Chen, Songnian
35
Simar, Léopold
35
White, Halbert
35
Arize, Augustine Chuck
34
Parmeter, Christopher F.
34
Bera, Anil K.
33
Hendry, David F.
33
Horowitz, Joel
33
Hsiao, Cheng
33
Bai, Jushan
32
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Journal of econometrics
36
Econometric theory
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
The journal of futures markets
6
Economics letters
5
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4
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Oxford bulletin of economics and statistics
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The review of economic studies
3
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International economic review
2
Advances in investment analysis and portfolio management : a research annual
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Annals of economics and statistics
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Journal of quantitative economics
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Quarterly review / Banca Nazionale del Lavoro, Roma
1
Review of quantitative finance and accounting
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The Indian economic journal
1
The Indian journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
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ECONIS (ZBW)
131
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1
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:
2
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:
3
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:
4
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
5
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:
6
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:
7
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:
8
Parametric conditional mean inference with functional data applied to lifetime income curves
Cho, Jin Seo
;
Phillips, Peter C. B.
;
Seo, Juwon
- In:
International economic review
63
(
2022
)
1
,
pp. 391-456
Persistent link: https://www.econbiz.de/10012820808
Saved in:
9
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:
10
Latent variable nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
;
Kasparis, Ioannis
- In:
Econometric theory
37
(
2021
)
1
,
pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
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