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Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003468430

Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003767435

Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194

Persistent link: https://www.econbiz.de/10003726590

Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003761924

Sun, Yixiao - 2006

-parametric tests. Small-b asymptotics involve standard limit theory such as standard normal or chi-squared limits, whereas fixed …

Persistent link: https://www.econbiz.de/10012783449

Phillips, Peter C. B. - 1999

Persistent link: https://www.econbiz.de/10001404200

Phillips, Peter C. B. - 2000

theory to log periodogram regression and local Whittle estimation of the memory parameter are discussed and some modified …

Persistent link: https://www.econbiz.de/10014164678

Phillips, Peter C. B. - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 3-71). 2023

Persistent link: https://www.econbiz.de/10014313196

Dalla, Violetta; Giraitis, Liudas; Phillips, Peter C. B. - 2019

Persistent link: https://www.econbiz.de/10012062428

Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 192 (2016) 2, pp. 433-450

Persistent link: https://www.econbiz.de/10011704727