Narrow search
Showing 1 - 10 of 17
Cover Image
On the inconsistency of the unrestricted estimator of the information matrix near a unit root
Magdalinos, Tassos - In: The econometrics journal 10 (2007) 2, pp. 245-262
Persistent link: https://www.econbiz.de/10003559951
Cover Image
On the inconsistency of the unrestricted estimator of the information matrix near a unit root
Magdalinos, Tassos - In: The econometrics journal 10 (2007) 2, pp. 245-262
Persistent link: https://www.econbiz.de/10007743557
Cover Image
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
Cover Image
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
Cover Image
Semiparametric cointegrating rank selection
Cheng, Xu; Phillips, Peter C. B. - In: The econometrics journal 12 (2009), pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
Cover Image
Non-parametric regression under location shifts
Phillips, Peter C. B.; Su, Liangjun - In: The econometrics journal 14 (2011) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10009382495
Cover Image
Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: The econometrics journal 17 (2014) 3, pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
Cover Image
Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui; Su, Liangjun; Phillips, Peter C. B. - In: The econometrics journal 15 (2012) 1, pp. 56-100
Persistent link: https://www.econbiz.de/10009520548
Cover Image
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
Cover Image
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