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Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, J. C.; Phillips, P. C. B. - In: Journal of Econometrics 87 (1998) 1, pp. 49-86
Persistent link: https://www.econbiz.de/10005238993
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The problem of identification in finite parameter continuous time models
Phillips, P. C. B. - In: Journal of Econometrics 1 (1973) 4, pp. 351-362
Persistent link: https://www.econbiz.de/10005285304
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The exact distribution of exogenous variable coefficient estimators
Phillips, P. C. B. - In: Journal of Econometrics 26 (1984) 3, pp. 387-398
Persistent link: https://www.econbiz.de/10005285882
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The concentration ellipsoid of a random vector
Phillips, P. C. B. - In: Journal of Econometrics 11 (1979) 2-3, pp. 363-365
Persistent link: https://www.econbiz.de/10005122886
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Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?
Kwiatkowski, Denis; Phillips, Peter C. B.; Schmidt, Peter; … - In: Journal of Econometrics 54 (1992) 1-3, pp. 159-178
Persistent link: https://www.econbiz.de/10005238936
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Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
Choi, In; Phillips, Peter C. B. - In: Journal of Econometrics 51 (1992) 1-2, pp. 113-150
Persistent link: https://www.econbiz.de/10005238951
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Bayesian prediction a response
Phillips, Peter C. B. - In: Journal of Econometrics 69 (1995) 1, pp. 351-365
Persistent link: https://www.econbiz.de/10005238966
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Trending time series and macroeconomic activity: Some present and future challenges
Phillips, Peter C. B. - In: Journal of Econometrics 100 (2001) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10005239000
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Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi; Phillips, Peter C. B. - In: Journal of Econometrics 80 (1997) 1, pp. 85-123
Persistent link: https://www.econbiz.de/10005239107
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The Durbin-Watson ratio under infinite-variance errors
Phillips, Peter C. B.; Loretan, Mico - In: Journal of Econometrics 47 (1991) 1, pp. 85-114
Persistent link: https://www.econbiz.de/10005285436