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~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Einheitswurzeltest"
~subject:"Stochastischer Prozess"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Article"
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Einheitswurzeltest
Stochastischer Prozess
USA
Theorie
329
Theory
329
Estimation theory
101
Schätztheorie
101
Time series analysis
90
Zeitreihenanalyse
90
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82
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51
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48
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46
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45
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Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Cebula, Richard J.
174
Bahmani-Oskooee, Mohsen
148
Gupta, Rangan
138
Gil-Alaña, Luis A.
111
Chang, Tsangyao
107
Neumark, David
106
Viscusi, W. Kip
99
Uri, Noel Dean
97
Poterba, James M.
94
Gruber, Jonathan
87
Partridge, Mark D.
80
Burkhauser, Richard V.
79
Madura, Jeff
79
Glaeser, Edward L.
77
Krueger, Alan B.
77
Payne, James E.
74
Wohar, Mark E.
74
Auerbach, Alan J.
73
Heckman, James J.
73
Cutler, David M.
70
Feldstein, Martin S.
70
Jorgenson, Dale Weldeau
69
Sirmans, Clemon F.
69
Card, David E.
68
Mixon, Franklin G.
68
Mishra, Ashok K.
67
Audretsch, David B.
66
Slemrod, Joel
65
Wolff, Edward N.
64
Berger, Allen N.
62
Fabozzi, Frank J.
62
Goodwin, Barry K.
62
Taylor, Robert
62
Haltiwanger, John C.
60
List, John A.
60
Apergēs, Nikolaos
59
Caporale, Guglielmo Maria
59
Borjas, George J.
58
Currie, Janet M.
58
Katz, Lawrence F.
58
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Journal of econometrics
17
Econometric theory
12
The journal of futures markets
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
International review of economics & finance : IREF
5
Econometric reviews
3
International economic review
3
Journal of applied econometrics
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Journal of economics and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Advances in quantitative analysis of finance and accounting : a research annual
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Economics letters
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International review of financial analysis
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Journal of regulatory economics
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Oxford bulletin of economics and statistics
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Advances in futures and options research : a research annual
1
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Contemporary economic policy : a journal of Western Economic Association International
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Homo oeconomicus : HOE ; journal of behavioral and institutional economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
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Journal of quantitative economics
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Papers in honor of Patrick C. McMahon
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Practical issues in cointegration analysis
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Quarterly journal of business and economics : QJBE
1
Scientometrics : an international journal for all quantitative aspects of the science of science, communication in science and science policy
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The American economic review
1
The American journal of economics and sociology
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World economics : a journal of current economic analysis and policy
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ECONIS (ZBW)
96
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96
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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
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:
3
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:
4
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:
5
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:
6
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
7
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
8
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:
9
Who affects who? : oil price against the stock return of oil-related companies : evidence from the U.S. and China
Lv, Xin
;
Lien, Da-hsiang Donald
;
Yu, Chang
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 85-100
Persistent link: https://www.econbiz.de/10012485709
Saved in:
10
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
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