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~language:"eng"
~person:"Narayan, Paresh Kumar"
~person:"Nijkamp, Peter"
~person:"Phillips, Peter C. B."
~subject:"Kointegration"
~subject:"Panel study"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Kointegration
Panel study
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594
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594
Estimation theory
194
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194
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187
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187
Time series analysis
183
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183
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153
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153
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116
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116
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115
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115
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91
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Narayan, Paresh Kumar
Nijkamp, Peter
Phillips, Peter C. B.
Caporale, Guglielmo Maria
139
Gil-Alaña, Luis A.
134
Pesaran, M. Hashem
131
Westerlund, Joakim
110
Baltagi, Badi H.
107
Chang, Tsangyao
102
Bahmani-Oskooee, Mohsen
97
Gao, Jiti
80
Gupta, Rangan
78
Shahbaz, Muhammad
74
Lütkepohl, Helmut
73
Belke, Ansgar
71
Apergēs, Nikolaos
67
Johansen, Søren
64
Afonso, António
60
Rault, Christophe
59
Grabka, Markus M.
56
Dreger, Christian
55
Wagner, Martin
55
Panagiōtidēs, Theodōros
54
Schupp, Jürgen
53
Nielsen, Morten Ørregaard
52
Lee, Chien-chiang
51
Tiwari, Aviral Kumar
51
Wagner, Gert G.
49
Herzer, Dierk
46
Kapetanios, George
44
Banerjee, Anindya
43
Hook, Law Siong
41
Moon, Hyungsik Roger
41
Odhiambo, Nicholas M.
41
Smyth, Russell
41
Holmes, Mark J.
40
Beckmann, Joscha
38
Hsiao, Cheng
38
Saikkonen, Pentti
37
Urbain, Jean-Pierre
37
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36
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Cowles Foundation discussion paper
41
Journal of econometrics
18
Econometric theory
13
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7
Department of Economics discussion papers / Monash University
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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2
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2
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2
Journal of international financial markets, institutions & money
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2
School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Tourism economics : the business and finance of tourism and recreation
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
Australian economic papers
1
Defence and peace economics
1
Discussion paper / Monash University, Department of Economics
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic papers : a journal of applied economics and policy
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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ECONIS (ZBW)
189
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1
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10
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189
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1
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:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
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:
4
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:
5
Panel data models with time-varying latent group structures
Wang, Yiren
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2023
Persistent link: https://www.econbiz.de/10014317580
Saved in:
6
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
7
Threshold effect of tourism density on urban livability : a modeling study on Chinese cities
Liu, Jingjing
;
Chen, Jamie M.
;
Nijkamp, Peter
;
Petrick, …
- In:
The annals of regional science : an international …
70
(
2023
)
1
,
pp. 315-331
Persistent link: https://www.econbiz.de/10014226035
Saved in:
8
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:
9
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
10
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
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