Narrow search
Showing 1 - 8 of 8
Cover Image
Peter C. B. Phillips's contributions to panel data methods
Moon, Hyungsik Roger; Perron, Benoit - In: Econometric theory 30 (2014) 4, pp. 882-893
Persistent link: https://www.econbiz.de/10010502139
Cover Image
On the Breitung test for panel unit roots and local asymptotic power
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: Econometric theory 22 (2006) 6, pp. 1179-1190
Persistent link: https://www.econbiz.de/10003396976
Cover Image
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
Moon, H.R.; Perron, B.; Phillips, P.C.B. - In: Econometric theory 22 (2006) 6, pp. 1179-1190
Persistent link: https://www.econbiz.de/10007393742
Cover Image
Nonparametric nonstationarity tests
Bandi, Federico M.; Corradi, Valentina - In: Econometric theory 30 (2014) 1, pp. 127-149
Persistent link: https://www.econbiz.de/10010399784
Cover Image
On the functional estimation of multivariate diffusion processes
Bandi, Federico M.; Moloche, Guillermo - In: Econometric theory 34 (2018) 4, pp. 896-946
Persistent link: https://www.econbiz.de/10011951437
Cover Image
Nonparametric stochastic volatility
Bandi, Federico M.; Renò, Roberto - In: Econometric theory 34 (2018) 6, pp. 1207-1255
Persistent link: https://www.econbiz.de/10012038046
Cover Image
Spectral financial econometrics
Bandi, Federico M.; Tamoni, Andrea - In: Econometric theory 38 (2022) 6, pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
Cover Image
Equivariance of an Instrumental Variable (IV) Estimator in the Linear Regression Model
Perron, Benoit - In: Econometric theory 14 (1998) 2, pp. 292
Persistent link: https://www.econbiz.de/10006993130