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~isPartOf:"Cowles Foundation discussion paper"
~person:"Andreou, Elena"
~person:"Güth, Werner"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~person:"Tirole, Jean"
~subject:"Econometrics"
~subject:"Regressionsanalyse"
~subject:"Schätztheorie"
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Andreou, Elena
Güth, Werner
Linton, Oliver
Phillips, Peter C. B.
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Cowles Foundation discussion paper
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ECONIS (ZBW)
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1
Econometric analysis of asset price bubbles
Shi, Shuping
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326551
Saved in:
2
Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2017
Persistent link: https://www.econbiz.de/10011797227
Saved in:
3
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
4
Series estimation of stochastic processes recent developments and econometric applications
Phillips, Peter C. B.
;
Liao, Zhipeng
-
2012
Persistent link: https://www.econbiz.de/10009615049
Saved in:
5
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
-
2010
Persistent link: https://www.econbiz.de/10003925716
Saved in:
6
Two New Zealand pioneer econometricians
Phillips, Peter C. B.
-
2010
Persistent link: https://www.econbiz.de/10003925718
Saved in:
7
Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842064
Saved in:
8
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
9
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
10
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
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