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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~person:"Timmermann, Allan"
~type_genre:"Article in journal"
~type_genre:"Article"
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Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Timmermann, Allan
Koop, Gary
15
Wang, Hansheng
15
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
88
Econometric theory
68
The journal of futures markets
51
International review of economics & finance : IREF
33
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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15
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International journal of forecasting
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Journal of applied econometrics
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
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The economic journal : the journal of the Royal Economic Society
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7
Journal of forecasting
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7
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Applied financial economics
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Education economics
6
European economic review : EER
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Finance research letters
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International review of economics : journal of civil economy
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Journal of economic surveys
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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New Zealand economic papers
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Oxford bulletin of economics and statistics
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Review of quantitative finance and accounting
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The American economic review
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The journal of finance : the journal of the American Finance Association
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Journal of cultural economics
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ECONIS (ZBW)
14
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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
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
3
Guest editors' introduction: regime switching and threshold models
Chan, Kung-sik
;
Hansen, Bruce E.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 159-161
Persistent link: https://www.econbiz.de/10011704159
Saved in:
4
Special issue on regime switching and threshold models
Chan, Kung-sik
(
ed.
);
Hansen, Bruce E.
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011704153
Saved in:
5
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:
6
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009558975
Saved in:
7
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:
8
Predictability of output growth and inflation : a multi-horizon survey approach
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 397-410
Persistent link: https://www.econbiz.de/10009232539
Saved in:
9
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:
10
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
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