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~language:"eng"
~person:"Phillips, Peter C. B."
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Prognoseverfahren
Stochastischer Prozess
Theorie
141
Theory
141
Estimation theory
90
Schätztheorie
90
Time series analysis
87
Zeitreihenanalyse
87
Regression analysis
40
Regressionsanalyse
40
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33
Unit root test
33
Cointegration
31
Kointegration
30
Nichtparametrisches Verfahren
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Nonparametric statistics
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Stochastic process
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Estimation
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Econometrics
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Phillips, Peter C. B.
Gupta, Rangan
187
Ma, Feng
91
Pierdzioch, Christian
82
Clements, Michael P.
71
Franses, Philip Hans
66
Wang, Yudong
59
Baghestani, Hamid
58
Fildes, Robert
57
Zhang, Yaojie
57
Timmermann, Allan
55
Marcellino, Massimiliano
54
McAleer, Michael
52
McMillan, David G.
52
Stekler, Herman O.
46
Wohar, Mark E.
45
Petropoulos, Fotios
42
Escudero, Laureano F.
40
Goodwin, Paul
40
Wang, Shouyang
40
Fabozzi, Frank J.
39
Narayan, Paresh Kumar
39
Nikolopoulos, Konstantinos
39
Swanson, Norman R.
39
Ruelke, Jan-Christoph
38
Song, Haiyan
38
Hendry, David F.
37
Zaremba, Adam
37
Taylor, James W.
36
Diebold, Francis X.
35
Hyndman, Rob J.
35
Liang, Chao
35
Salisu, Afees A.
34
Bratu, Mihaela
33
Kapetanios, George
33
Koopman, Siem Jan
32
Balcilar, Mehmet
31
Kourentzes, Nikolaos
31
Lahiri, Kajal
31
Armstrong, Jon Scott
30
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Journal of econometrics
11
Econometric theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics
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New Zealand economic papers
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ECONIS (ZBW)
33
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1
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33
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1
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
2
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:
3
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
4
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:
5
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:
6
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
7
Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping
;
Phillips, Peter C. B.
- In:
Economics letters
172
(
2018
),
pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
Saved in:
8
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:
9
Weak convergence to stochastic integrals for econometric applications
Liang, Hanying
;
Phillips, Peter C. B.
;
Wang, Hanchao
; …
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1349-1375
Persistent link: https://www.econbiz.de/10011661978
Saved in:
10
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
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