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Jackknifing bond option prices

Phillips, Peter C. B.; Yu, Jun - 2002

Persistent link: https://www.econbiz.de/10001727120

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

Prewhitening bias in HAC estimation

Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003

Persistent link: https://www.econbiz.de/10001873297

Forecasting New Zealand's real GDP

Schiff, Aaron F.; Phillips, Peter C. B. - 2000

Persistent link: https://www.econbiz.de/10001513379

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

New unit root asymptotics in the presence of deterministic trends

Phillips, Peter C. B. - 1998

Persistent link: https://www.econbiz.de/10000997933

Linear regression limit theory for nonstationary panel data

Phillips, Peter C. B.; Moon, Hyungsik Roger - 1997

Persistent link: https://www.econbiz.de/10000966051

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

Discrete Fourier transforms of fractional processes

Phillips, Peter C. B. - 1999

Persistent link: https://www.econbiz.de/10001404200

Testing for Multiple Bubbles

Phillips, Peter C. B. - 2013

Identifying and dating explosive bubbles when there is periodically collapsing behavior over time has been a major concern in the economics literature and is of great importance for practitioners. The complexity of the nonlinear structure inherent in multiple bubble phenomena within the same...

Persistent link: https://www.econbiz.de/10013077110