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~person:"Phillips, Peter C. B."
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Maximum likelihood estimation
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Phillips, Peter C. B.
Koopman, Siem Jan
63
Sutter, Matthias
58
Fehr, Ernst
57
Falk, Armin
53
Scarpa, Riccardo
44
Mariotti, Marco
41
Manzini, Paola
37
Kilian, Lutz
35
Frondel, Manuel
34
Hensher, David A.
33
Sugden, Robert
33
Klaus, Bettina
32
Gruber, Jonathan
31
Schmidt, Ulrich
30
Karni, Edi
29
Lee, Lung-fei
29
Winkelmann, Rainer
29
Rietveld, Piet
28
Serizawa, Shigehiro
28
Chaloupka, Frank J.
27
Nijkamp, Peter
27
Rustichini, Aldo
27
Alós-Ferrer, Carlos
26
Dillenberger, David
26
Massó, Jordi
26
Sprumont, Yves
26
Alberini, Anna
25
Greene, William H.
25
List, John A.
25
Ehlers, Lars H.
24
McAleer, Michael
24
Bossert, Walter
23
Dahlberg, Matz
23
Durlauf, Steven N.
23
Baltagi, Badi H.
22
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22
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22
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22
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22
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7
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1
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1
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1
Nonstationary binary choice
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
Saved in:
2
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
3
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
4
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10003858462
Saved in:
5
First difference maximum likelihood and dynamic panel estimation
Han, Chirok
;
Phillips, Peter C. B.
- In:
Journal of econometrics
175
(
2013
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10009749365
Saved in:
6
Model selection in the presence of incidental parameters
Lee, Yoonseok
;
Phillips, Peter C. B.
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 474-489
Persistent link: https://www.econbiz.de/10011503635
Saved in:
7
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
Saved in:
8
A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations
Phillips, Peter C. B.
;
Yu, Jun
-
2005
Persistent link: https://www.econbiz.de/10003000713
Saved in:
9
Expansions for approximate maximum likelihood estimators of the fractional difference
Lieberman, Offer
;
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148145
Saved in:
10
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
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