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~language:"eng"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Su, Liangjun"
~subject:"Time series analysis"
~type_genre:"Book section"
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Moosa, Imad A.
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Celebrating Irving Fisher : the legacy of a great economist
2
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Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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Time series analysis : in memory of E. J. Hannan
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ECONIS (ZBW)
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1
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
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2
Conditional independence specification testing for dependent processes with local polynomial quantile regression
Su, Liangjun
;
White, Halbert
- In:
Essays in honor of Jerry Hausman
,
(pp. 355-434)
.
2012
Persistent link: https://www.econbiz.de/10009709133
Saved in:
3
Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
The refinement of econometric estimation and test …
,
(pp. 123-162)
.
2007
Persistent link: https://www.econbiz.de/10003461842
Saved in:
4
Comments on "Econometric analysis of Fisher's equation"
Rust, John
- In:
Celebrating Irving Fisher : the legacy of a great economist
,
(pp. 169-184)
.
2005
Persistent link: https://www.econbiz.de/10003297131
Saved in:
5
Econometric analysis of Fisher's equation
Phillips, Peter C. B.
- In:
Celebrating Irving Fisher : the legacy of a great economist
,
(pp. 125-168)
.
2005
Persistent link: https://www.econbiz.de/10003297134
Saved in:
6
Rissanen's theorem and econometric time series
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Simplicity, inference and modeling : keeping it …
,
(pp. 165-180)
.
2001
Persistent link: https://www.econbiz.de/10001651909
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7
Efficiency gains from quasi-differencing under nonstationarity
Phillips, Peter C. B.
;
Lee, Chin Chin
-
1996
Persistent link: https://www.econbiz.de/10001589738
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8
A continuous-time dynamic interpolation method for deriving high frequency data
Moosa, Imad A.
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 201-218)
.
1995
Persistent link: https://www.econbiz.de/10001294221
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