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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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Testing for common trends in semiparametric panel data models with fixed effects
Zhang, Youghui; Su, Liangjun; Phillips, Peter C. B. - 2011
Persistent link: https://www.econbiz.de/10009376977
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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2012
Persistent link: https://www.econbiz.de/10009625937
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Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842064
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Local limit theory and spurious nonparametric regression
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724268
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Structural nonparametric cointegrating regression
Wang, Qiying (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724274
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Gaussian estimation of continuous time models of the short term interest rate
Yu, Jun; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596325
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Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618860
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
Persistent link: https://www.econbiz.de/10001735077
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Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs
Jiang, Liang; Liu, Xiaobin; Phillips, Peter C. B.; … - 2020
Persistent link: https://www.econbiz.de/10012320627