//--> //--> //--> //-->
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
~person:"Phillips, Peter C. B."
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
Spannenkonzepte am Kapitalmark...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
339
Theory
339
Time series analysis
125
Zeitreihenanalyse
125
Stochastic process
59
Stochastischer Prozess
59
Einheitswurzeltest
57
Unit root test
57
Estimation theory
54
Schätztheorie
54
Regression analysis
46
Regressionsanalyse
46
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Autocorrelation
29
Autokorrelation
29
Cointegration
29
Panel
29
Panel study
29
Kointegration
28
Econometrics
26
Ökonometrie
26
Statistical test
22
Statistischer Test
22
Bubbles
21
Estimation
21
Schätzung
21
Spekulationsblase
21
Method of moments
20
Momentenmethode
20
Modellierung
18
Scientific modelling
18
Bias
15
Bootstrap approach
14
Bootstrap-Verfahren
14
Systematischer Fehler
14
Nichtlineare Regression
13
Nonlinear regression
13
Statistical distribution
13
Statistische Verteilung
13
more ...
less ...
Online availability
All
Free
151
Undetermined
26
Type of publication
All
Book / Working Paper
197
Article
146
Type of publication (narrower categories)
All
Article in journal
144
Aufsatz in Zeitschrift
144
Graue Literatur
118
Non-commercial literature
118
Arbeitspapier
117
Working Paper
117
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
5
Sammelwerk
5
Festschrift
4
Bibliografie enthalten
2
Bibliography included
2
Aufsatzsammlung
1
Bibliografie
1
Biografie
1
Biography
1
Conference proceedings
1
Interview
1
Konferenzschrift
1
No longer published / No longer aquired
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
342
Spanish
1
Author
All
Phillips, Peter C. B.
Nijkamp, Peter
534
Acemoglu, Daron
519
Güth, Werner
493
Stiglitz, Joseph E.
487
Snower, Dennis J.
452
Pestieau, Pierre
442
Gersbach, Hans
441
Aizenman, Joshua
419
Pesaran, M. Hashem
409
Stark, Oded
407
Creedy, John
399
Koskela, Erkki
397
Heckman, James J.
362
Helpman, Elhanan
355
Zenou, Yves
354
Frey, Bruno S.
346
Cremer, Helmuth
336
Broll, Udo
331
Svensson, Lars E. O.
331
Woodford, Michael
324
Kaplow, Louis
321
Konrad, Kai A.
317
Thisse, Jacques-François
317
Tirole, Jean
312
Batabyal, Amitrajeet A.
310
Artus, Patrick
309
Shavell, Steven
309
Härdle, Wolfgang
302
Franses, Philip Hans
300
Lambertini, Luca
296
Aghion, Philippe
292
Buiter, Willem H.
291
Caballero, Ricardo J.
288
Grossman, Gene M.
282
Shleifer, Andrei
282
Caporale, Guglielmo Maria
280
Fabozzi, Frank J.
278
Devereux, Michael B.
276
Diebold, Francis X.
275
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
105
Cowles Foundation Discussion Paper
41
Journal of econometrics
36
Econometric theory
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Econometric reviews
8
The econometrics journal
7
Journal of applied econometrics
5
Oxford bulletin of economics and statistics
5
The review of economic studies
3
Discussion papers / Department of Economics, University of California San Diego
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economic review
2
Journal of empirical finance
2
Journal of financial econometrics
2
New Zealand economic papers
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
The review of financial studies
2
CAFE Research Paper
1
Cowles Foundation paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers in economics and econometrics
1
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Essays in honor of Joon Y. Park : econometric theory
1
Global COE Hi-Stat discussion paper series
1
HKIMR Working Paper
1
Handbook of econometrics ; Vol. 1
1
Información comercial española / Cuadernos económicos
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of quantitative economics
1
Macquarie Business School Research Paper
1
NCER working paper series
1
Papers in honor of Patrick C. McMahon
1
Practical issues in cointegration analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
343
Showing
1
-
10
of
343
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
2
Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.
;
Shi, Shuping
-
2018
Persistent link: https://www.econbiz.de/10011948773
Saved in:
3
Financial bubble implosion and reverse regression
Phillips, Peter C. B.
;
Shi, Shu-Ping
- In:
Econometric theory
34
(
2018
)
4
,
pp. 705-753
Persistent link: https://www.econbiz.de/10011951424
Saved in:
4
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
5
Common Bubble Detection in Large Dimensional Financial Systems
Chen, Ye Zoe
-
2020
Price bubbles in multiple assets are sometimes nearly coincident in occurrence. Such near-coincidence is strongly suggestive of co-movement in the associated asset prices and likely driven by certain factors that are latent in the financial or economic system with common effects across several...
Persistent link: https://www.econbiz.de/10012847393
Saved in:
6
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
-
2020
Persistent link: https://www.econbiz.de/10012320631
Saved in:
7
Modeling speculative bubbles with diverse investor expectations
Phillips, Peter C. B.
- In:
Research in economics : an international review of economics
70
(
2016
)
3
,
pp. 375-387
Persistent link: https://www.econbiz.de/10011631179
Saved in:
8
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
Shi, Shuping
-
2013
left-tailed tests, the limit
theory
and test performance are sensitive to the null hypothesis and the model specification …-tailed ADF test repeatedly on a sequence of forward sample recursions. We analyze and compare the limit
theory
of the sup ADF …
Persistent link: https://www.econbiz.de/10013092751
Saved in:
9
Financial bubble implosion
Phillips, Peter C. B.
;
Shi, Shu-Ping
-
2014
Persistent link: https://www.econbiz.de/10010464131
Saved in:
10
Financial Bubble Implosion
Phillips, Peter C. B.
-
2014
. Consistency of the dating estimators is established and the limit
theory
addresses new complications arising from the alternative …
Persistent link: https://www.econbiz.de/10013048428
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...
//-->