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~isPartOf:"Working paper series / Department of Economics, Auckland Business School, The University of Auckland"
~person:"Giles, David E. A."
~person:"Koopman, Siem Jan"
~person:"Lee, Lung-fei"
~person:"Phillips, Peter C. B."
~type:"book"
~type_genre:"Non-commercial literature"
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Estimation theory
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Panel
2
Panel study
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Giles, David E. A.
Koopman, Siem Jan
Lee, Lung-fei
Phillips, Peter C. B.
Sul, Donggyu
3
Blyth, Conrad Alexander
1
Chao, John C.
1
Choi, Chi-young
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Moon, Hyungsik Roger
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
Cowles Foundation discussion paper
79
Discussion paper / Tinbergen Institute
31
Discussion paper / Department of Economics, University of Canterbury
11
Discussion paper
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
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Econometrics working paper : EWP
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ECONIS (ZBW)
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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
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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
Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2002
Persistent link: https://www.econbiz.de/10001722198
Saved in:
4
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
5
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:
6
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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