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Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 4, pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
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Minimum distance testing and top income shares in Korea /
Cho, Jin Seo; Park, Myung-Ho; Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312313
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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
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Tilted nonparametric estimation of volatility functions
Phillips, Peter C. B. (contributor); Xu, Ke-Li (contributor) - 2007
Persistent link: https://www.econbiz.de/10003723111
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The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.; Han, Chirok - In: Economics letters 127 (2015), pp. 89-92
Persistent link: https://www.econbiz.de/10011382882
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The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.; Han, Chirok - 2014
Persistent link: https://www.econbiz.de/10010463722
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Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang; Phillips, Peter C. B.; Tao, Yubo; Zhang, … - 2021
Persistent link: https://www.econbiz.de/10012618237
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Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations
Jiang, Liang; Phillips, Peter C. B.; Tao, Yubo; Zhang, … - 2021
This paper examines regression-adjusted estimation and inference of unconditional quantile treatment effects (QTEs … addition to the strata indicators. We propose to incorporate these extra covariates via auxiliary regressions in the estimation …
Persistent link: https://www.econbiz.de/10013220025
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Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.; Leirvik, Thomas; Storelvmo, Trude - In: Journal of econometrics 214 (2020) 1, pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
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Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Journal of econometrics 215 (2020) 2, pp. 607-632
Persistent link: https://www.econbiz.de/10012439572