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Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s
Phillips, P.C.B.; McFarland, J.W.; McMahon, P.C. - In: Journal of applied econometrics 11 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10007001659
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Nonstationary Time Series and Cointegration
Phillips, P.C.B. - In: Journal of applied econometrics 10 (1995) 1, pp. 87-94
Persistent link: https://www.econbiz.de/10007007900
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Rethinking an Old Empirical Puzzle: Econometric Evidence on the Forward Discount Anomaly
Maynard, A.; Phillips, P.C.B. - In: Journal of applied econometrics 16 (2001) 6, pp. 671-708
Persistent link: https://www.econbiz.de/10006976091
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Descriptive Econometries for Non-stationary Time Series with Empirical Illustrations
Phillips, P.C.B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-414
Persistent link: https://www.econbiz.de/10006978553
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The econometric analysis of models with risk terms
Pagan, Adrian R. - In: Journal of applied econometrics 3 (1988) 2, pp. 87-105
Persistent link: https://www.econbiz.de/10001078434
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Optimal forecast under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Journal of applied econometrics 37 (2022) 5, pp. 965-987
Persistent link: https://www.econbiz.de/10013464643