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~language:"eng"
~person:"Harvey, David I."
~person:"Phillips, Peter C. B."
~subject:"ARCH-Modell"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
Theory
Zeitreihenanalyse
Theorie
171
Time series analysis
120
Estimation theory
105
Schätztheorie
105
Einheitswurzeltest
61
Unit root test
61
Regression analysis
44
Regressionsanalyse
44
Cointegration
34
Estimation
33
Kointegration
33
Schätzung
33
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28
Statistischer Test
28
Nichtparametrisches Verfahren
27
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27
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26
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26
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23
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23
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21
Econometrics
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Harvey, David I.
Phillips, Peter C. B.
Gil-Alaña, Luis A.
193
Gupta, Rangan
183
Beladi, Hamid
162
Creedy, John
145
Güth, Werner
144
Pestieau, Pierre
143
Lai, Ching-chong
140
Nijkamp, Peter
129
McAleer, Michael
125
Turnovsky, Stephen J.
125
Marjit, Sugata
120
Franses, Philip Hans
119
Thisse, Jacques-François
117
Färe, Rolf
116
Tirole, Jean
116
Mukherjee, Arijit
115
Cremer, Helmuth
114
Long, Ngo Van
112
Acemoglu, Daron
111
Lambertini, Luca
110
Serletis, Apostolos
110
Tsionas, Efthymios G.
108
Caporale, Guglielmo Maria
106
Laporte, Gilbert
106
Jarrow, Robert A.
105
Lien, Da-hsiang Donald
103
Cheng, T. C. E.
102
Devereux, Michael B.
99
Kumbhakar, Subal
98
Miceli, Thomas J.
98
Gersbach, Hans
97
Shogren, Jason F.
97
Broll, Udo
96
Fabozzi, Frank J.
96
Quiggin, John C.
96
Stiglitz, Joseph E.
95
Frey, Bruno S.
93
Sappington, David Edward Michael
93
Chao, Chi-Chur
92
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Journal of econometrics
55
Econometric theory
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Econometric reviews
14
Oxford bulletin of economics and statistics
11
The econometrics journal
11
Economics letters
8
Journal of applied econometrics
7
Journal of empirical finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The review of economic studies
4
International journal of forecasting
3
Journal of financial econometrics
3
Applied economics
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
New Zealand economic papers
2
Quantitative economics : QE ; journal of the Econometric Society
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The American journal of economics and sociology
2
The review of financial studies
2
Economic time series with random walk and other nonstationary components
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of quantitative economics
1
Journal of time series econometrics
1
Papers in honor of Patrick C. McMahon
1
Practical issues in cointegration analysis
1
Research in economics : an international review of economics
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 economic journal : the journal of the Royal Economic Society
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
224
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1
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
2
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
3
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
4
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:
5
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:
6
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
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
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
9
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:
10
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
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