Narrow search
Showing 1 - 10 of 22
Cover Image
Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
Cover Image
Bootstrapping I(1) data
Phillips, Peter C. B. - In: Journal of econometrics 158 (2010) 2, pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
Cover Image
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Cover Image
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - 2011
Persistent link: https://www.econbiz.de/10009389930
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
Consistent testing for stochastic dominance under general sampling schemes
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-jae - In: The review of economic studies 72 (2005) 3, pp. 735-765
Persistent link: https://www.econbiz.de/10002960483
Cover Image
Consistent testing for stochastic dominance under general subsampling schemes
Whang, Yoon-jae; Maasoumi, Esfandiar; Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002585203
Cover Image
Consistent testing for stochastic dominance : a subsampling approach
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae - 2002
Persistent link: https://www.econbiz.de/10001658164
Cover Image
Bootstrapping spurious regression
Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618855
Cover Image
Consistent testing for stochastic dominance : a subsampling approach
Linton, Oliver (contributor);  … - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001748245