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Stochastic process
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Phillips, Peter C. B.
75
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7
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6
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3
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2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Local limit theory and spurious nonparametric regression
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416
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2
Bootstrapping I(1) data
Phillips, Peter C. B.
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
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3
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
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4
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
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5
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001389305
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6
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
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7
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
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8
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
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9
Bootstrapping I(1) data
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795696
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10
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
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