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Asset pricing with financial bubble risk
Lee, Ji Hyung; Phillips, Peter C. B. - In: Journal of empirical finance 38 (2016), pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1992
Persistent link: https://www.econbiz.de/10000872825
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - 1997
Persistent link: https://www.econbiz.de/10000966051
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - 1997
Persistent link: https://www.econbiz.de/10000966052
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Higher order approximations for frequency domain time series regression
Phillips, Peter C. B.; Xiao, Zhijie - 1997
Persistent link: https://www.econbiz.de/10000966053
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Bayes models and forecasts of Australian macroeconomic time series
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000843669
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Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000843670
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Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000848865
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Hyper-consistent estimation of a unit root in time series regression
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000852458
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Time series modeling with a Bayesian frame of reference : concepts, illustrations and asymptotics
Phillips, Peter C. B.; Ploberger, Werner - 1992
Persistent link: https://www.econbiz.de/10000852460