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Cross-section regression with common shocks
Andrews, Donald W. K. - 2003
Persistent link: https://www.econbiz.de/10001774955
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Fully modified least squares for multicointegrated systems
Kheifets, Igor L.; Phillips, Peter C. B. - 2019
Persistent link: https://www.econbiz.de/10012132051
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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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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 remark on bimodality and weak instrumentation in structural equation estimation
Phillips, Peter C. B. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003468424
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Uniform inference in panel autoregression
Chao, John C.; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011647633
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Approximating choice data by discrete choice models
Chang, Haoge; Narita, Yusuke; Saito, Kota - 2024
Persistent link: https://www.econbiz.de/10014539009
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Knightian decision theory
Bewley, Truman F. - 1986
Persistent link: https://www.econbiz.de/10000780027
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Knightian decision theory ; Pt. 1
Bewley, Truman F. - 1986
Persistent link: https://www.econbiz.de/10000780028
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Affective decision making and the Ellsberg paradox
Bracha, Anat (contributor); Brown, Donald J. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767444