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Phillips, Peter C. B.
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(EC)2 Conference <1, 1990; 2, 1991>
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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Journal of econometrics
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Journal of quantitative economics : official journal of the Indian Econometric Society
174
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The review of economics and statistics
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International journal of forecasting
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ECONIS (ZBW)
1,825
USB Cologne (EcoSocSci)
7
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1
Dynamic models of the labor force behvior of married women which can be estimated using limited amounts of past information
Nakamura, Alice
;
Nakamura, Masao
- In:
Journal of econometrics
27
(
1985
)
3
,
pp. 273-298
Persistent link: https://www.econbiz.de/10003638201
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2
A dynamic model of housing price determination
Engle, Robert F.
;
Lilien, David M.
;
Waston, Mark
- In:
Journal of econometrics
28
(
1985
)
3
,
pp. 307-326
Persistent link: https://www.econbiz.de/10003618327
Saved in:
3
Usefulness of proxy variables in linear models with sthochastic regressors
Teräsvirta, Timo
- In:
Journal of econometrics
36
(
1987
)
3
,
pp. 377-382
Persistent link: https://www.econbiz.de/10003693105
Saved in:
4
Asymtotic efficiency in semi-parametric models with censoring
Chamberlain, Gary
- In:
Journal of econometrics
32
(
1986
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003511534
Saved in:
5
Estimators of the disturbance variance in econometric models : small-sample bias and the existence of moments
Dufour, Jean-Marie
- In:
Journal of econometrics
37
(
1988
)
2
,
pp. 277-292
Persistent link: https://www.econbiz.de/10003533625
Saved in:
6
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
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7
A note on Phillips (1991) : a constrained maximum likelihood approach to estimating switching regressions
Xu, Jianjun
;
Tan, Xianming
;
Zhang, Runchu
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 16-34
Persistent link: https://www.econbiz.de/10003931771
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8
Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
9
Time and causality : a Monte Carlo assessment of the timing-of-events approach
Gaure, Simen
;
Røed, Knut
;
Zhang, Tao
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1159-1195
Persistent link: https://www.econbiz.de/10003571437
Saved in:
10
Maximum likelihood estimation of random effects models
Breusch, Trevor S.
- In:
Journal of econometrics
36
(
1987
)
3
,
pp. 383-389
Persistent link: https://www.econbiz.de/10003504340
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