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~isPartOf:"Working paper series / Department of Economics, Auckland Business School, The University of Auckland"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Chan, Kam C."
~person:"Creedy, John"
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Snower, Dennis J."
~subject:"Nonparametric statistics"
~subject:"Theorie"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Handbook"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Caporale, Guglielmo Maria
Chan, Kam C.
Creedy, John
Hong, Yongmiao
Härdle, Wolfgang
Phillips, Peter C. B.
Shogren, Jason F.
Snower, Dennis J.
Yu, Jun
12
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ECONIS (ZBW)
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1
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2003
Persistent link: https://www.econbiz.de/10001873256
Saved in:
2
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
-
2003
Persistent link: https://www.econbiz.de/10001873297
Saved in:
3
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001727120
Saved in:
4
Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001558290
Saved in:
5
Forecasting New Zealand's real GDP
Schiff, Aaron F.
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001513379
Saved in:
6
Discrete Fourier transforms of fractional processes
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001404200
Saved in:
7
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
8
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
-
1997
Persistent link: https://www.econbiz.de/10000966051
Saved in:
9
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
-
1997
Persistent link: https://www.econbiz.de/10000966052
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