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Yu, Ping; Phillips, Peter C. B. - In: Economics letters 172 (2018), pp. 123-126

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Lieberman, Offer; Phillips, Peter C. B. - 2018

. Limit theory for the sample kurtosis reveals that STUR speciﬁcations provide two sources of excess kurtosis, both of which …

Persistent link: https://www.econbiz.de/10011948760

Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 227 (2022) 1, pp. 25-46

Persistent link: https://www.econbiz.de/10013441621

Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 5, pp. 1065-1083

Persistent link: https://www.econbiz.de/10001054005

Durlauf, Steven N. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 6, pp. 1333-1354

Persistent link: https://www.econbiz.de/10001059825

Ploberger, Werner; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 627-673

Persistent link: https://www.econbiz.de/10001750434

Ploberger, Werner; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 877-890

Persistent link: https://www.econbiz.de/10001860216

Bandi, Federico M.; Phillips, Peter C. B. - 2010

Persistent link: https://www.econbiz.de/10003900634

Quintos, Carmela E.; Fan, Zhenhong; Phillips, Peter C. B. - 2000

Persistent link: https://www.econbiz.de/10001548868

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