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~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Taylor, Robert"
~subject:"Nonparametric statistics"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"Unit root test"
~subject:"United States"
~subject:"Zahlungsbereitschaftsanalyse"
~type_genre:"Article in journal"
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Nonparametric statistics
Schätztheorie
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United States
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431
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232
Estimation theory
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Taylor, Robert
Gil-Alaña, Luis A.
226
Gupta, Rangan
204
Cebula, Richard J.
176
Bahmani-Oskooee, Mohsen
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Chang, Tsangyao
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Linton, Oliver
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Uri, Noel Dean
97
Heckman, James J.
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Poterba, James M.
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Tsionas, Efthymios G.
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Gruber, Jonathan
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McAleer, Michael
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Nayga, Rodolfo M.
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Tiwari, Aviral Kumar
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Li, Qi
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Partridge, Mark D.
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73
Whitehead, John C.
73
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72
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72
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72
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28
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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Economia internazionale
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International review of economics & finance : IREF
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
4
Journal of the American Statistical Association : JASA
4
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
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OPEC review : energy economics and related issues
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Applied economics letters
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Australian economic papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Hitotsubashi journal of economics
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ECONIS (ZBW)
496
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496
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
The effectiveness of Covid-19 vaccination : time series evidence from the UK
Moosa, Imad A.
;
Merza, Ebrahim
;
Alsabah, Duaij
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1728-1733
Persistent link: https://www.econbiz.de/10014304997
Saved in:
3
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:
4
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
5
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
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