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The exact distribution of the Stein-rule estimator
Phillips, P. C. B. - In: Journal of econometrics 25 (1984) 1/2, pp. 123-131
Persistent link: https://www.econbiz.de/10003652020
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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
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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/10002641160
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The exact distribution of exogenouos variable coefficient estimators
Phillips, P. C. B. - In: Journal of econometrics 26 (1984) 3, pp. 387-398
Persistent link: https://www.econbiz.de/10002641194
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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/10002641308
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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 147 (2008) 1, pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
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Nonstationary discrete choice
Hu, Ling; Phillips, Peter C. B. - In: Journal of econometrics 120 (2004) 1, pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
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Conditional and unconditional statistical independence
Phillips, Peter C. B. - In: Journal of econometrics 3 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
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Local Whittle estimation of fractional integration and some of its variants
Shimotsu, Katsumi; Phillips, Peter C. B. - In: Journal of econometrics 130 (2006) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10003277950
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A simple approach to the parametric estimation of potentially nonstationary diffusions
Bandi, Federico M.; Phillips, Peter C. B. - In: Journal of econometrics 137 (2007) 2, pp. 354-395
Persistent link: https://www.econbiz.de/10003441769