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subject:"Kointegration"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Phillips, Peter C. B."
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Kointegration
Time series analysis
Theorie
44
Theory
44
Zeitreihenanalyse
20
Einheitswurzeltest
9
Unit root test
9
Panel
8
Panel study
8
Stochastic process
8
Stochastischer Prozess
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Regression analysis
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Cointegration
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Phillips, Peter C. B.
Koop, Gary
10
Swanson, Norman R.
10
Taylor, Robert
10
Lütkepohl, Helmut
9
Saikkonen, Pentti
8
Xiao, Zhijie
8
Yu, Jun
8
Franses, Philip Hans
7
Johansen, Søren
7
Teräsvirta, Timo
7
Breitung, Jörg
6
Mariano, Roberto S.
6
McAleer, Michael
6
Park, Joon Y.
6
Pesaran, M. Hashem
6
Spanos, Aris
6
Cavaliere, Giuseppe
5
Chen, Xiaohong
5
Corradi, Valentina
5
Granger, C. W. J.
5
Hallin, Marc
5
Hendry, David F.
5
Herwartz, Helmut
5
Kilian, Lutz
5
Paap, Richard
5
Rahbek, Anders
5
Robinson, Peter M.
5
Shin, Yongcheol
5
Andreou, Elena
4
Bai, Jushan
4
Barigozzi, Matteo
4
Chan, Joshua
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Hong, Yongmiao
4
Horváth, Lajos
4
Jong, Robert M. de
4
Kapetanios, George
4
Leybourne, Stephen James
4
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Econometric reviews
Journal of econometrics
Cowles Foundation discussion paper
49
Cowles Foundation Discussion Paper
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Econometric theory
14
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Discussion papers / Department of Economics, University of California San Diego
2
Journal of empirical finance
2
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of quantitative economics
1
New Zealand economic papers
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Oxford bulletin of economics and statistics
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Special issue on new developments in time series econometrics
1
The econometrics journal
1
The review of economic studies
1
Time series analysis : in memory of E. J. Hannan
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
2
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:
3
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
Saved in:
4
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
5
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
6
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
7
Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
Saved in:
8
Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009666881
Saved in:
9
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 155-165
Persistent link: https://www.econbiz.de/10009671329
Saved in:
10
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
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