Similar Search Results - EconBiz

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

Do people value more informative news?

Chopra, Felix; Haaland, Ingar; Roth, Christopher - 2019

We examine whether the desire for more information is people's dominant motive for reading economic and political news. Drawing on representative samples of the U.S. population with more than 15,000 respondents in total, we measure and experimentally vary people's beliefs about the...

Persistent link: https://www.econbiz.de/10012156434

Jackknifing bond option prices

Phillips, Peter C. B.; Yu, Jun - 2003

Persistent link: https://www.econbiz.de/10001735077

Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence

Phillips, Peter C. B.; Sul, Donggyu - 2003

Persistent link: https://www.econbiz.de/10001794764

Jackknifing bond option prices

Phillips, Peter C. B.; Yu, Jun - 2002

Persistent link: https://www.econbiz.de/10001727120

Prewhitening bias in HAC estimation

Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003

Persistent link: https://www.econbiz.de/10001798686

Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence

Phillips, Peter C. B.; Sul, Donggyu - 2003

Persistent link: https://www.econbiz.de/10001873256

Prewhitening bias in HAC estimation

Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003

Persistent link: https://www.econbiz.de/10001873297

Bootstrapping I(1) data

Phillips, Peter C. B. - 2009

Persistent link: https://www.econbiz.de/10003795696

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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