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~language:"eng"
~type_genre:"Article in journal"
~person:"Phillips, Peter C. B."
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Phillips, Peter C. B.
Gallant, A. Ronald
11
Garcia, René
10
Ghysels, Eric
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Gouriéroux, Christian
9
Almeida, Caio
7
Ardison, Kym
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
67
Journal of econometrics
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
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New Zealand economic papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
The review of economic studies
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic surveys
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Journal of empirical finance
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Journal of financial econometrics
2
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The American journal of economics and sociology
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The review of financial studies
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Annals of economics and statistics
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Economic time series with random walk and other nonstationary components
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Journal of urban economics
1
Papers in honor of Patrick C. McMahon
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Practical issues in cointegration analysis
1
Research in economics : an international review of economics
1
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
The economic journal : the journal of the Royal Economic Society
1
The review of economics and statistics
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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
Saved in:
2
Homage to Halbert White
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 618-619
Persistent link: https://www.econbiz.de/10010512289
Saved in:
3
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
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