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~isPartOf:"Journal of financial econometrics"
~language:"eng"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
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Phillips, Peter C. B.
Hasbrouck, Joel
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Antoine, Bertille
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Journal of financial econometrics
Econometric theory
66
Journal of econometrics
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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
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The econometrics journal
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International economic review
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
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The review of economic studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Research in economics : an international review of economics
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Testing integration and cointegration
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The Australian economic review
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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
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
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