Narrow search
Showing 1 - 10 of 21
Cover Image
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462516
Cover Image
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462517
Cover Image
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468433
Cover Image
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - 2010
Persistent link: https://www.econbiz.de/10003925716
Cover Image
Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2012
Persistent link: https://www.econbiz.de/10009625937
Cover Image
Testing for multiple bubbles
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009412282
Cover Image
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723110
Cover Image
Pooled log periodogram regression
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499557
Cover Image
Local Whittle estimation in nonstationary and unit root cases
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499561
Cover Image
Modified local Whittle esitmation of the memory parameter in the nonstationary case
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499564