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Edmond Malinvaud : A Tribute to His Contributions in Econometrics
Phillips, Peter C. B. - 2015
treatment of linear estimation theory using geometric methods and, for the first time, provided rigorous nonlinear regression … asymptotics, using this theory as the basis of a rigorous development of the limit theory for simultaneous equations theory …
Persistent link: https://www.econbiz.de/10013020487
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Dynamics of the Federal Funds Target Rate : A Nonstationary Discrete Choice Approach
Hu, Ling; Phillips, Peter C. B. - 2003
We apply a discrete choice approach to model the empirical behavior of the Federal Reserve in changing the federal funds target rate, the benchmark of short term market interest rates in the US. Our methods allow the explanatory variables to be nonstationary as well as stationary. This feature...
Persistent link: https://www.econbiz.de/10014116705
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Dynamics of the federal funds target rate : a nonstationary discrete choice approach
Hu, Ling; Phillips, Peter C. B. - In: Journal of applied econometrics 19 (2004) 7, pp. 851-867
Persistent link: https://www.econbiz.de/10002467829
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Dynamics of the federal funds target rate : a nonstationary discrete choice approach
Hu, Ling; Phillips, Peter C. B. - 2002
Persistent link: https://www.econbiz.de/10001671885
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Financial Bubble Implosion
Phillips, Peter C. B. - 2014
. Consistency of the dating estimators is established and the limit theory addresses new complications arising from the alternative …
Persistent link: https://www.econbiz.de/10013048428
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Financial Bubble Implosion
Phillips, Peter C. B.; Shi, Shuping - 2014
. Consistency of the dating estimators is established and the limit theory addresses new complications arising from the alternative …
Persistent link: https://www.econbiz.de/10014140129
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1989
Persistent link: https://www.econbiz.de/10000870510
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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
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Time series modelling with a Bayesian frame of reference
Phillips, Peter C. B.; Ploberger, Werner - 1991
Persistent link: https://www.econbiz.de/10000828126
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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