//--> //--> //--> //-->
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:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~source:"econis"
~subject:"Estimation theory"
~subject:"Kointegration"
~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
Estimation theory
Kointegration
Theorie
329
Theory
329
Schätztheorie
101
Time series analysis
90
Zeitreihenanalyse
90
Hedging
82
Estimation
51
Schätzung
51
Derivat
48
Derivative
48
USA
46
United States
46
Regression analysis
45
Regressionsanalyse
45
China
40
Welt
39
World
39
Cointegration
37
Einheitswurzeltest
34
Unit root test
34
Börsenkurs
31
Democracy
31
Share price
31
Demokratie
30
Volatility
30
Volatilität
30
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Capital income
25
Kapitaleinkommen
25
Schweiz
25
Stochastic process
25
Stochastischer Prozess
25
Switzerland
25
Panel
23
Panel study
23
Satisfaction
23
Zufriedenheit
23
more ...
less ...
Online availability
All
Undetermined
31
Free
5
Type of publication
All
Article
123
Type of publication (narrower categories)
All
Article in journal
Article
Aufsatz in Zeitschrift
123
Arbeitspapier
111
Working Paper
111
Graue Literatur
108
Non-commercial literature
108
Aufsatz im Buch
4
Book section
4
Aufsatzsammlung
1
Bibliografie
1
Collection of articles of several authors
1
Conference paper
1
Conference proceedings
1
Festschrift
1
Interview
1
Konferenzbeitrag
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
Author
All
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
more ...
less ...
Published in...
All
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
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
4
Econometrics : open access journal
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Advances in investment analysis and portfolio management : a research annual
1
Annals of economics and statistics
1
Applied economics letters
1
International journal of business and economics
1
International review of financial analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
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 quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
123
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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...
//-->