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Asymptotic equivalence of OLS and GLS in regressions with integrated regressors
Phillips, Peter C. B.; Park, Joon Y. - 1987 - Rev
Persistent link: https://www.econbiz.de/10000760970
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Unit root tests
Phillips, Peter C. B. - 1995
Persistent link: https://www.econbiz.de/10000585296
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Conditional and unconditional statistical independence
Phillips, Peter C. B. - In: Journal of econometrics 3 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
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Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
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Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 22 (2009) 9, pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
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Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462516
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Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462517
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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - In: Journal of econometrics 137 (2007) 1, pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
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Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B. (contributor); Han, Chirok (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468431
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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468433