//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
222
Theory
222
Estimation theory
125
Schätztheorie
125
Time series analysis
124
Zeitreihenanalyse
124
Volatility
79
Volatilität
79
Estimation
62
Schätzung
61
Stochastic process
55
Stochastischer Prozess
55
ARCH model
49
ARCH-Modell
49
Regression analysis
46
Regressionsanalyse
46
Cointegration
41
Kointegration
40
Einheitswurzeltest
35
Unit root test
35
Forecasting model
34
Prognoseverfahren
34
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
USA
31
United States
31
Econometrics
29
Ökonometrie
29
Börsenkurs
26
Share price
26
Panel
25
Panel study
25
Welt
25
World
25
Statistical test
23
Statistischer Test
23
Portfolio selection
22
Portfolio-Management
22
Autocorrelation
20
Autokorrelation
20
more ...
less ...
Online availability
All
Undetermined
120
Free
41
Type of publication
All
Article
487
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
Working Paper
981
Arbeitspapier
841
Graue Literatur
804
Non-commercial literature
804
Aufsatz in Zeitschrift
505
Article
41
Aufsatz im Buch
29
Book section
29
Collection of articles of several authors
24
Sammelwerk
24
Festschrift
19
Systematic review
10
Übersichtsarbeit
10
Aufsatzsammlung
6
Konferenzschrift
6
Bibliografie enthalten
5
Bibliography included
5
Conference proceedings
3
Interview
3
Biografie
2
Biography
2
Conference paper
2
Konferenzbeitrag
2
Nachruf
2
Bibliografie
1
Mehrbändiges Werk
1
Multi-volume publication
1
No longer published / No longer aquired
1
more ...
less ...
Language
All
English
French
1
Spanish
1
Author
All
McAleer, Michael
Phillips, Peter C. B.
Gupta, Rangan
568
Bahmani-Oskooee, Mohsen
454
Nijkamp, Peter
426
Gil-Alaña, Luis A.
354
Cheng, T. C. E.
350
Hassan, M. Kabir
344
Audretsch, David B.
339
Apergēs, Nikolaos
335
Wright, Mike
325
Narayan, Paresh Kumar
306
Lee, Chien-chiang
291
Tiwari, Aviral Kumar
290
Fabozzi, Frank J.
288
Tsionas, Efthymios G.
287
Cebula, Richard J.
285
Eichengreen, Barry
282
Kraus, Sascha
279
Hasan, Iftekhar
278
Lien, Da-hsiang Donald
273
Smyth, Russell
266
Zhang, Wei
262
Chan, Kam C.
261
Faff, Robert W.
260
Creedy, John
251
Beladi, Hamid
248
Caporale, Guglielmo Maria
243
Frey, Bruno S.
241
Güth, Werner
241
Kumbhakar, Subal
240
Stiglitz, Joseph E.
239
Egger, Peter
234
Serletis, Apostolos
234
Haan, Jakob de
233
Wohar, Mark E.
232
Shahbaz, Muhammad
230
Yang, Yang
228
Vrontis, Demetris
227
List, John A.
226
more ...
less ...
Institution
All
New Zealand Econometric Study Group
1
Published in...
All
Journal of econometrics
87
Econometric theory
72
Econometric reviews
36
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 economic surveys
28
Journal of risk and financial management : JRFM
21
Annals of financial economics
16
The econometrics journal
14
Applied economics
13
Economics letters
10
Journal of applied econometrics
10
Econometrics : open access journal
9
International review of economics & finance : IREF
9
International economic review
8
Energy economics
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
New Zealand economic papers
6
Oxford bulletin of economics and statistics
6
Applied financial economics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of forecasting
5
The Japanese economic review : the journal of the Japanese Economic Association
5
The review of economic studies
5
Tourism economics : the business and finance of tourism and recreation
5
Tourism management : research, policies, practice
4
Journal of macroeconomics
3
Managerial finance
3
The economic journal : the journal of the Royal Economic Society
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of time series econometrics
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
Practical issues in cointegration analysis
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
more ...
less ...
Source
All
ECONIS (ZBW)
505
Showing
1
-
10
of
505
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
2
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
3
Diagnosing housing fever with an econometric thermometer
Shi, Shuping
;
Phillips, Peter C. B.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 159-186
Persistent link: https://www.econbiz.de/10014287818
Saved in:
4
Drawbacks in the 3-factor approach of fama and French (2018)
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014442370
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
6
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:
7
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:
8
Housing fever in Australia 2020-23 : insights from an econometric thermometer
Shi, Shuping
;
Phillips, Peter C. B.
- In:
The Australian economic review
56
(
2023
)
3
,
pp. 357-362
Persistent link: https://www.econbiz.de/10014368543
Saved in:
9
The impact of upzoning on housing construction in Auckland
Greenaway-McGrevy, Ryan
;
Phillips, Peter C. B.
- In:
Journal of urban economics
136
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014326778
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->