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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter; Jagannathan, Ravi - 1994
Persistent link: https://www.econbiz.de/10000883126
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1989
Persistent link: https://www.econbiz.de/10000870510
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1992
Persistent link: https://www.econbiz.de/10000872825
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Back to the future : generating moment implications for continuous-time Markov processes
Hansen, Lars Peter; Scheinkman, José Alexandre - 1993
Persistent link: https://www.econbiz.de/10000879019
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Two New Zealand pioneer econometricians
Phillips, Peter C. B. - In: New Zealand economic papers 44 (2010) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10008778657
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Optimal estimation under nonstandard conditions
Ploberger, Werner; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10003925363
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Two New Zealand pioneer econometricians
Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10003925718
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Optimal estimation under nonstandard conditions
Ploberger, Werner; Phillips, Peter C. B. - In: Journal of econometrics 169 (2012) 2, pp. 258-265
Persistent link: https://www.econbiz.de/10009673196
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Vector autoregressions and causality
Toda, Hiro Y. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 6, pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 557-590
Persistent link: https://www.econbiz.de/10001222442