Narrow search
Showing 1 - 10 of 17
Cover Image
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Cover Image
Meritocracy voting : measuring the unmeasurable
Schmidt, Peter - In: Econometric reviews 35 (2016) 1/4, pp. 41-43
Persistent link: https://www.econbiz.de/10011549855
Cover Image
Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001727120
Cover Image
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
Cover Image
Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003
Persistent link: https://www.econbiz.de/10001873297
Cover Image
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.; Moon, Hyungsik Roger - In: Econometric reviews 19 (2000) 3, pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
Cover Image
Forecasting New Zealand's real GDP
Schiff, Aaron F.; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001513379
Cover Image
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
Cover Image
A Bayesian analysis of trend determination in economic time series
Zivot, Eric - In: Econometric reviews 13 (1994) 3, pp. 291-336
Persistent link: https://www.econbiz.de/10001172763
Cover Image
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y. - In: Econometric reviews 13 (1994) 2, pp. 259-285
Persistent link: https://www.econbiz.de/10001163109