Narrow search
Showing 1 - 10 of 138
Cover Image
Limit theory for moderate deviations from a unit root
Phillips, Peter C.B.; Magdalinos, Tassos - In: Journal of econometrics 136 (2007) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10007391036
Cover Image
A Gaussian approach for continuous time models of the short-term interest rate
Yu, Jun; Phillips, Peter C.B. - In: The econometrics journal 4 (2001) 2, pp. 210-224
Persistent link: https://www.econbiz.de/10007483857
Cover Image
Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C.B. - In: The econometrics journal 4 (2001) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10007486736
Cover Image
THE 2003-2005 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE
Phillips, Peter C.B. - In: Econometric theory 22 (2006) 4, pp. 763
Persistent link: https://www.econbiz.de/10007268461
Cover Image
SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION
Phillips, Peter C.B.; Sun, Yixiao; Jin, Sainan - In: International economic review 47 (2006) 3, pp. 837-894
Persistent link: https://www.econbiz.de/10007285770
Cover Image
A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
Phillips, Peter C.B. - In: Econometric theory 22 (2006) 5, pp. 947-960
Persistent link: https://www.econbiz.de/10007292697
Cover Image
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C.B. - In: The econometrics journal 8 (2005) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10007429837
Cover Image
Nonstationary Binary Choice
Park, Joon Y.; Phillips, Peter C.B. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1249-1280
Persistent link: https://www.econbiz.de/10006778516
Cover Image
Linear Regression Limit Theory for Nonstationary Panel Data
Phillips, Peter C.B.; Moon, Hyungsik R. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1057-1112
Persistent link: https://www.econbiz.de/10006784381
Cover Image
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C.B. - In: Journal of econometrics 91 (1999) 2, pp. 227-272
Persistent link: https://www.econbiz.de/10006785378