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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Technological forecasting & social change : an international journal"
~language:"eng"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Lehrbuch"
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Theorie
36
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36
Estimation theory
32
Schätztheorie
32
Time series analysis
26
Zeitreihenanalyse
26
Einheitswurzeltest
12
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12
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12
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11
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Phillips, Peter C. B.
Coates, Joseph F.
47
Linton, Oliver
46
Daim, Tugrul U.
37
Lee, Lung-fei
36
Pesaran, M. Hashem
34
Taylor, Robert
32
Ghysels, Eric
30
Li, Qi
30
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29
Su, Liangjun
28
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27
Hommes, Cars H.
27
Koop, Gary
27
Kort, Peter M.
27
Timmermann, Allan
27
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26
Park, Joon Y.
26
Gao, Jiti
25
Yu, Jun
25
Aït-Sahalia, Yacine
24
Bollerslev, Tim
24
Phillips, Fred
24
White, Halbert
24
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23
Chen, Xiaohong
23
Porter, Alan L.
23
Swanson, Norman R.
23
Dufour, Jean-Marie
22
Gracht, Heiko von der
22
Renault, Eric
22
McAleer, Michael
21
Schmidt, Peter
21
Tauchen, George Eugene
21
Todorov, Viktor
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Diebold, Francis X.
20
Islam, Nazrul
20
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20
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Journal of econometrics
Journal of economic dynamics & control
Technological forecasting & social change : an international journal
Econometric theory
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Econometric reviews
16
The econometrics journal
12
International economic review
7
Journal of applied econometrics
7
Economics letters
6
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6
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5
Oxford bulletin of economics and statistics
5
The review of economic studies
4
Econometrics
3
Econometrics : open access journal
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic surveys
2
Journal of empirical finance
2
Journal of financial econometrics
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of financial studies
2
Annals of economics and statistics
1
Economic time series with random walk and other nonstationary components
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
Journal of international money and finance
1
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1
Journal of quantitative economics
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Journal of urban economics
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Papers in honor of Patrick C. McMahon
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Practical issues in cointegration analysis
1
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1
Research in economics : an international review of economics
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Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The Australian economic review
1
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ECONIS (ZBW)
66
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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
High-dimensional VARs with common factors
Miao, Ke
;
Phillips, Peter C. B.
;
Su, Liangjun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 155-183
Persistent link: https://www.econbiz.de/10014340976
Saved in:
3
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
4
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:
5
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
Saved in:
6
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
7
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:
8
Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad
;
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
Saved in:
9
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
10
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
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