Narrow search
Showing 1 - 10 of 355
Cover Image
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer; Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011397788
Cover Image
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010464140
Cover Image
A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing
Lieberman, Offer - 2014
multivariate case including a comprehensive asymptotic theory for estimation of the model's parameters. The extensions are useful …
Persistent link: https://www.econbiz.de/10013043166
Cover Image
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 196 (2017) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Cover Image
Nonstationary discrete choice
Hu, Ling; Phillips, Peter C. B. - In: Journal of econometrics 120 (2004) 1, pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
Cover Image
Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
Cover Image
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.; Yu, Jun - 2009
Persistent link: https://www.econbiz.de/10003854432
Cover Image
Local limit theory and spurious nonparametric regression
Phillips, Peter C. B. - In: Econometric theory 25 (2009) 6, pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416
Cover Image
Log periodogram regression : the nonstationary case
Kim, Chang Sik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461423
Cover Image
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462519