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~person:"Phillips, Peter C. B."
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Phillips, Peter C. B.
McAleer, Michael
656
Caporale, Guglielmo Maria
600
Nijkamp, Peter
528
Acemoglu, Daron
519
Güth, Werner
493
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486
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472
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454
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310
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308
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307
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Cowles Foundation discussion paper
142
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59
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38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
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1
Lag length selection for unit root tests in the presence of nonstationary
volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
2
Efficient Estimation of Second Moment Parameters in Arch Models
Guo, Binbin
;
Phillips, Peter C. B.
-
2003
included. Some new unit root limit
theory
is given in this case …
Persistent link: https://www.econbiz.de/10014087055
Saved in:
3
Refined inference on long memory in realized
volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
Saved in:
4
Refined inference on long memory in realized
volatility
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 254-267
Persistent link: https://www.econbiz.de/10003761227
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
7
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Saved in:
8
Forward exchange market unbiasedness : the case of the Australian dollar since 1984
Phillips, Peter C. B.
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 885-907
Persistent link: https://www.econbiz.de/10001337356
Saved in:
9
Asymptotics for linear processes
Phillips, Peter C. B.
;
Solo, Victor
-
1989
Persistent link: https://www.econbiz.de/10000870510
Saved in:
10
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:
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