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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Papers in honor of Patrick C. McMahon"
~person:"Phillips, Peter C. B."
~subject:"Multivariate Analyse"
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Journal of econometrics
Journal of financial econometrics
Papers in honor of Patrick C. McMahon
Cowles Foundation Discussion Paper
2
Cowles Foundation discussion paper
2
Time series analysis : in memory of E. J. Hannan
1
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Bias in estimating multivariate and univariate diffusions
Wang, Xiaohu
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 228-245
Persistent link: https://www.econbiz.de/10009242147
Saved in:
2
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Saved in:
3
Long memory and long run variation
Phillips, Peter C. B.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 150-158
Persistent link: https://www.econbiz.de/10003877960
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