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~language:"eng"
~person:"Narayan, Paresh Kumar"
~person:"Phillips, Peter C. B."
~subject:"Kointegration"
~subject:"Panel study"
~subject:"Panel"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Kointegration
Panel study
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281
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281
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191
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191
Time series analysis
181
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181
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108
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Narayan, Paresh Kumar
Phillips, Peter C. B.
Caporale, Guglielmo Maria
141
Gil-Alaña, Luis A.
136
Pesaran, M. Hashem
131
Westerlund, Joakim
110
Baltagi, Badi H.
108
Chang, Tsangyao
103
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97
Gao, Jiti
82
Gupta, Rangan
79
Shahbaz, Muhammad
74
Lütkepohl, Helmut
73
Belke, Ansgar
71
Apergēs, Nikolaos
67
Johansen, Søren
64
Afonso, António
63
Rault, Christophe
62
Grabka, Markus M.
56
Dreger, Christian
55
Panagiōtidēs, Theodōros
55
Wagner, Martin
55
Schupp, Jürgen
53
Nielsen, Morten Ørregaard
52
Tiwari, Aviral Kumar
52
Lee, Chien-chiang
51
Wagner, Gert G.
49
Herzer, Dierk
46
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44
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44
Banerjee, Anindya
43
Moon, Hyungsik Roger
42
Hook, Law Siong
41
Smyth, Russell
41
Holmes, Mark J.
40
Beckmann, Joscha
38
Hsiao, Cheng
38
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37
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37
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Cowles Foundation discussion paper
42
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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2
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Oxford bulletin of economics and statistics
2
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
179
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179
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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
Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US
Morgan, Lynn Bergeland
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2023
Persistent link: https://www.econbiz.de/10014538947
Saved in:
7
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:
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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