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Forward exchange market unbiasedness : the case of the Australian dollar since 1984

Phillips, Peter C. B. - In: Journal of international money and finance 16 (1997) 6, pp. 885-907

Persistent link: https://www.econbiz.de/10001337356

Robust tests of forward exchange market efficiency with empirical evidence from the 1920s

Phillips, Peter C. B. - In: Journal of applied econometrics 11 (1996) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001196180

Descriptive econometrics for non-stationary time series with empirical illustrations

Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-413

Persistent link: https://www.econbiz.de/10001592353

An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy

Xiao, Zhijie; Phillips, Peter C. B. - In: The econometrics journal 1 (1998) 2, pp. 27-43

Persistent link: https://www.econbiz.de/10001443696

Biases in FX-forecasts : evidence from panel data

Audretsch, David B.; Stadtmann, Georg - In: Global finance journal 16 (2005) 1, pp. 99-111

Persistent link: https://www.econbiz.de/10003081388

Financial bubble implosion and reverse regression

Phillips, Peter C. B.; Shi, Shu-Ping - In: Econometric theory 34 (2018) 4, pp. 705-753

Persistent link: https://www.econbiz.de/10011951424

Identifying latent structures in panel data

Su, Liangjun; Shi, Zhentao; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 6, pp. 2215-2264

Persistent link: https://www.econbiz.de/10011791226

Rethinking an old empirical puzzle : econometric evidence on the forward discount anomaly

Maynard, Alex; Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 6, pp. 671-708

Persistent link: https://www.econbiz.de/10001631960

Does entry size matter? : The impact of the life cycle and technology on firm survival

Agarwal, Rajshree; Audretsch, David B. - In: The journal of industrial economics 49 (2001) 1, pp. 21-43

Persistent link: https://www.econbiz.de/10001560281

Dynamic panel modeling of climate change

Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28

We discuss some conceptual and practical issues that arise from the presence of global energy balance effects on station level adjustment mechanisms in dynamic panel regressions with climate data. The paper provides asymptotic analyses, observational data computations, and Monte Carlo...

Persistent link: https://www.econbiz.de/10012265695