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~person:"Andersen, Torben M."
~person:"Phillips, Peter C. B."
~person:"Tirole, Jean"
~source:"econis"
~subject:"Theorie"
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1
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
Saved in:
2
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
3
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
4
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003761924
Saved in:
5
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
Sun, Yixiao
-
2006
-parametric tests. Small-b asymptotics involve standard limit
theory
such as standard normal or chi-squared limits, whereas fixed …
Persistent link: https://www.econbiz.de/10012783449
Saved in:
6
Interest rate spreads and exchange rate variability
Andersen, Torben M.
- In:
The Manchester School of Economic and Social Studies
62
(
1994
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10001161206
Saved in:
7
Real time monitoring of asset markets : bubbles and crises
Phillips, Peter C. B.
;
Shi, Shuping
-
2018
Persistent link: https://www.econbiz.de/10011948773
Saved in:
8
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001548868
Saved in:
9
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
Saved in:
10
Illiquidity and all its friends
Tirole, Jean
-
2010
Persistent link: https://www.econbiz.de/10008668342
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