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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
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Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 241-283
Persistent link: https://www.econbiz.de/10001731112
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
Persistent link: https://www.econbiz.de/10001735077
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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
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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
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001727120
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003
Persistent link: https://www.econbiz.de/10001798686
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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
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003
Persistent link: https://www.econbiz.de/10001873297
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Infinite density at the median and the typical shape of stock return distributions
Han, Chirok; Cho, Jin Seo; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842069