Narrow search
Showing 1 - 10 of 69
Cover Image
Time series regression with a unit root and infinite-variance errors
Phillips, Peter C. B. - In: Econometric theory 6 (1990) 1, pp. 44-62
Persistent link: https://www.econbiz.de/10001085418
Cover Image
Partially identified econometric models
Phillips, Peter C. B. - In: Econometric theory 5 (1989) 2, pp. 181-240
Persistent link: https://www.econbiz.de/10001069080
Cover Image
A shortcut to LAD estimator asymptotics
Phillips, Peter C. B. - In: Econometric theory 7 (1991) 4, pp. 450-463
Persistent link: https://www.econbiz.de/10001117739
Cover Image
Econometric theory and practice
Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 583-586
Persistent link: https://www.econbiz.de/10003864145
Cover Image
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
Cover Image
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.; Han, Chirok - In: Econometric theory 24 (2008) 3, pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
Cover Image
Local limit theory and spurious nonparametric regression
Phillips, Peter C. B. - In: Econometric theory 25 (2009) 6, pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416
Cover Image
A remark on bimodality and weak instrumentation in structural equation estimation
Phillips, Peter C. B. - In: Econometric theory 22 (2006) 5, pp. 947-960
Persistent link: https://www.econbiz.de/10003379119
Cover Image
GMM estimation for dynamic panels with fixed effects and strong instruments at unity
Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 1, pp. 119-151
Persistent link: https://www.econbiz.de/10003968539
Cover Image
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo; Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 3, pp. 953-962
Persistent link: https://www.econbiz.de/10003992445