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Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 96-114
Persistent link: https://www.econbiz.de/10003992805
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Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
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Infinite density at the median and the typical shape of stock return distributions
Han, Chirok; Cho, Jin Seo; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 282-294
Persistent link: https://www.econbiz.de/10009159989
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Testing the martingale hypothesis
Phillips, Peter C. B.; Jin, Sainan - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
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Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo; Park, Myungho; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 523-537
Persistent link: https://www.econbiz.de/10012249197