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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Survey"
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Estimation theory
3
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3
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2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Purchasing power parity
2
Statistical distribution
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Caporale, Guglielmo Maria
McAleer, Michael
Phillips, Peter C. B.
Koop, Gary
15
Wang, Hansheng
15
Ghysels, Eric
12
Lucas, André
12
Stock, James H.
12
Engle, Robert F.
11
Imbens, Guido
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Su, Liangjun
11
Tsay, Ruey S.
11
Watson, Mark W.
11
Koopman, Siem Jan
10
Li, Qi
10
Lan, Wei
9
Timmermann, Allan
9
Diebold, Francis X.
8
Gao, Jiti
8
Molinari, Francesca
8
Patton, Andrew J.
8
Pesaran, M. Hashem
8
Steel, Mark F. J.
8
Taylor, Robert
8
Bai, Jushan
7
Fan, Jianqing
7
Giacomini, Raffaella
7
Hansen, Bruce E.
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Huber, Martin
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Ji, Pengsheng
7
Jin, Jiashun
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Ke, Zheng Tracy
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Kilian, Lutz
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Li, Wai Keung
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Li, Wanshan
7
Ng, Serena
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Racine, Jeffrey
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Westerlund, Joakim
7
Barseghyan, Levon
6
Caner, Mehmet
6
Clark, Todd E.
6
Clements, Michael P.
6
Dijk, Dick van
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
87
Econometric theory
72
Econometric reviews
37
Journal of economic surveys
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Journal of risk and financial management : JRFM
21
Applied economics
20
Annals of financial economics
16
The econometrics journal
14
Applied financial economics
13
Economics letters
13
Research in international business and finance
13
Applied economics letters
11
International journal of finance & economics : IJFE
11
Journal of international money and finance
11
Economic modelling
10
International review of economics & finance : IREF
10
Journal of applied econometrics
10
Econometrics : open access journal
9
Finance research letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International economic review
8
Journal of forecasting
8
Oxford bulletin of economics and statistics
8
Energy economics
7
Journal of economics and finance
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
Computational economics
6
International journal of forecasting
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
New Zealand economic papers
6
Review of international economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tourism economics : the business and finance of tourism and recreation
6
Empirica : journal of european economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of financial analysis
5
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ECONIS (ZBW)
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1
Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
2
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Saved in:
3
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 282-294
Persistent link: https://www.econbiz.de/10009159989
Saved in:
4
Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
Saved in:
5
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10003992805
Saved in:
6
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
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