Similar Search Results

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

Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 227 (2022) 1, pp. 25-46

Persistent link: https://www.econbiz.de/10013441621

Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 710-738

Persistent link: https://www.econbiz.de/10003864160

Wang, Qiying (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003461553

Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007

Persistent link: https://www.econbiz.de/10003462517

Phillips, Peter C. B. (contributor); Han, Chirok (contributor) - 2006

Persistent link: https://www.econbiz.de/10003468431

Fiorio, Carlo V.; Hajivassiliou, Vassilis Argyrou; … - In: The econometrics journal 13 (2010) 2, pp. 271-289

Persistent link: https://www.econbiz.de/10003978526

Han, Chirok; Cho, Jin Seo; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 282-294

Persistent link: https://www.econbiz.de/10009159989

Han, Chirok; Cho, Jin Seo; Phillips, Peter C. B. - 2009

Persistent link: https://www.econbiz.de/10003842069

Bandi, Federico M.; Phillips, Peter C. B. - 2001

Persistent link: https://www.econbiz.de/10001618860