Narrow search
Showing 1 - 10 of 12
Cover Image
Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001727120
Cover Image
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.; Fan, Zhenhong; Phillips, Peter C. B. - In: The review of economic studies 68 (2001) 3, pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Cover Image
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
Cover Image
Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003
Persistent link: https://www.econbiz.de/10001873297
Cover Image
Forecasting New Zealand's real GDP
Schiff, Aaron F.; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001513379
Cover Image
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
Cover Image
Estimating long-run economic equilibria
Phillips, Peter C. B. - In: The review of economic studies 58 (1991) 4, pp. 407-436
Persistent link: https://www.econbiz.de/10001114334
Cover Image
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B. - 1998
Persistent link: https://www.econbiz.de/10000997933
Cover Image
Statistical inference in instrumental variables regression with I(1) processes
Phillips, Peter C. B. - In: The review of economic studies 57 (1990) 1, pp. 99-125
Persistent link: https://www.econbiz.de/10001085022
Cover Image
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - 1997
Persistent link: https://www.econbiz.de/10000966051