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Jackknifing bond option prices

Phillips, Peter C. B.; Yu, Jun - 2002

Persistent link: https://www.econbiz.de/10001727120

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

Prewhitening bias in HAC estimation

Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003

Persistent link: https://www.econbiz.de/10001873297

Forecasting New Zealand's real GDP

Schiff, Aaron F.; Phillips, Peter C. B. - 2000

Persistent link: https://www.econbiz.de/10001513379

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

New unit root asymptotics in the presence of deterministic trends

Phillips, Peter C. B. - 1998

Persistent link: https://www.econbiz.de/10000997933

Linear regression limit theory for nonstationary panel data

Phillips, Peter C. B.; Moon, Hyungsik Roger - 1997

Persistent link: https://www.econbiz.de/10000966051

Model selection in partially nonstationary vector autoregressive processes with reduced rank structure

Chao, John C.; Phillips, Peter C. B. - 1997

Persistent link: https://www.econbiz.de/10000966052

Discrete Fourier transforms of fractional processes

Phillips, Peter C. B. - 1999

Persistent link: https://www.econbiz.de/10001404200

Dynamic panel modeling of climate change

Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28

We discuss some conceptual and practical issues that arise from the presence of global energy balance effects on station level adjustment mechanisms in dynamic panel regressions with climate data. The paper provides asymptotic analyses, observational data computations, and Monte Carlo...

Persistent link: https://www.econbiz.de/10012265695