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~person:"Phillips, Peter C. B."
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Phillips, Peter C. B.
Nijkamp, Peter
526
Acemoglu, Daron
516
Güth, Werner
516
Stiglitz, Joseph E.
459
Gersbach, Hans
458
Pestieau, Pierre
445
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412
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399
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395
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383
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334
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333
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324
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322
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321
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317
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313
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309
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306
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301
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299
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294
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293
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286
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285
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282
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274
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271
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270
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269
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267
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Cowles Foundation discussion paper
105
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39
Journal of econometrics
37
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30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
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9
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8
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7
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5
Oxford bulletin of economics and statistics
5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
341
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1
Understanding temporal
aggregation
effects on kurtosis in financial indices
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
Saved in:
2
Understanding temporal
aggregation
effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
3
Asymptotics for linear processes
Phillips, Peter C. B.
;
Solo, Victor
-
1989
Persistent link: https://www.econbiz.de/10000870510
Saved in:
4
Models, methods, and applications of econometrics : essays in honor of A. R. Bergstrom
Phillips, Peter C. B.
(
ed.
);
Bergstrom, Albert R.
(
honouree
)
-
1993
Persistent link: https://www.econbiz.de/10000870644
Saved in:
5
Time series modelling with a Bayesian frame of reference
Phillips, Peter C. B.
;
Ploberger, Werner
-
1991
Persistent link: https://www.econbiz.de/10000828126
Saved in:
6
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828952
Saved in:
7
A Bayesian analysis of trend determination in economic time series
Zivot, Eric
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828953
Saved in:
8
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000829595
Saved in:
9
Testing for cointegration using principal component methods
Phillips, Peter C. B.
;
Ouliaris, Sam
-
1987
Persistent link: https://www.econbiz.de/10000740642
Saved in:
10
Asymptotic equivalence of OLS and GLS in regressions with integrated regressors
Phillips, Peter C. B.
;
Park, Joon Y.
-
1987
-
Rev
Persistent link: https://www.econbiz.de/10000760970
Saved in:
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