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Bimodal t-ratios : the impact of thick tails on inference
Fiorio, Carlo V.; Hajivassiliou, Vassilis Argyrou; … - In: The econometrics journal 13 (2010) 2, pp. 271-289
Persistent link: https://www.econbiz.de/10003978526
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Edmond Malinvaud : a tribute to his contributions in econometrics
Phillips, Peter C. B. - In: The econometrics journal 18 (2015) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10011378421
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Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C. B. - In: The econometrics journal 8 (2005) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - In: The econometrics journal 4 (2001) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10001612277
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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - In: The econometrics journal 1 (1998) 2, pp. 27-43
Persistent link: https://www.econbiz.de/10001443696
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A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun; Phillips, Peter C. B. - In: The econometrics journal 4 (2001) 4, pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
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Indirect inference in spatial autoregression
Kyriacou, Maria; Phillips, Peter C. B.; Rossi, Francesca - In: The econometrics journal 20 (2017) 2, pp. 168-189
Persistent link: https://www.econbiz.de/10011757378