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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
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Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795694
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Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
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Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.; Yu, Jun - 2009
Persistent link: https://www.econbiz.de/10003854432
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Process and product innovation in a vertically differentiated industry
Bacchiega, Emanuele (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003490377
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Antitrust guidelines : a simple operational method for evaluating horizontal mergers
Dragone, Davide (contributor); Lambertini, Luca (contributor) - 2007
Persistent link: https://www.econbiz.de/10003491192
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Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003461394
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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461413
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Log periodogram regression : the nonstationary case
Kim, Chang Sik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461423
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461553