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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
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New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B. - 1998
Persistent link: https://www.econbiz.de/10000997933
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Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping; Phillips, Peter C. B. - In: Economics letters 172 (2018), pp. 123-126
Persistent link: https://www.econbiz.de/10012022094