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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001727120
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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - 2003
Persistent link: https://www.econbiz.de/10001873256
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003
Persistent link: https://www.econbiz.de/10001873297
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Forecasting New Zealand's real GDP
Schiff, Aaron F.; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001513379
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Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.; Yu, Jun - 2000
Persistent link: https://www.econbiz.de/10001558290
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New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B. - 1998
Persistent link: https://www.econbiz.de/10000997933
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - 1997
Persistent link: https://www.econbiz.de/10000966051
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - 1997
Persistent link: https://www.econbiz.de/10000966052
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A primer on unit root testing
Phillips, Peter C. B.; Xiao, Zhijie - In: Journal of economic surveys 12 (1998) 5, pp. 423-469
Persistent link: https://www.econbiz.de/10001400855
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Discrete Fourier transforms of fractional processes
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001404200