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193
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Phillips, Peter C. B.
575
Yu, Jun
52
Phillips, P. C. B.
39
Sul, Donggyu
26
Jin, Sainan
20
Lieberman, Offer
20
Shi, Shuping
20
Han, Chirok
19
Wang, Qiying
19
Sun, Yixiao
18
Xiao, Zhijie
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16
Moon, Hyungsik Roger
16
Su, Liangjun
16
Magdalinos, Tassos
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Park, Joon Y.
15
Cho, Jin Seo
13
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12
Ploberger, Werner
10
Kasparis, Ioannis
9
Wang, Ying
9
Li, Degui
8
Chang, Yoosoon
6
Greenaway-McGrevy, Ryan
6
Hu, Ling
6
Hurn, Stan
6
Jiang, Liang
6
Ouliaris, Sam
6
Shimotsu, Katsumi
6
Toda, Hiro Y.
6
Bandi, Federico M.
5
Chao, John C.
5
Dalla, Violetta
5
Lee, Ji Hyung
5
Perron, Benoit
5
Rossi, Francesca
5
Shi, Shu-Ping
5
Shi, Zhentao
5
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5
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4
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Cowles Foundation Conference on Econometrics: A Celebration of Peter Phillips's 40 Years at Yale <2018, New Haven, Conn.>
2
New Zealand Econometric Study Group
1
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Cowles Foundation discussion paper
247
Journal of econometrics
76
Econometric theory
69
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
37
Econometric reviews
16
The econometrics journal
12
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
12
International economic review
8
New Zealand economic papers
8
Economics letters
7
Journal of applied econometrics
7
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
The review of economic studies
5
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5
Journal of Econometrics
4
Journal of Multivariate Analysis
4
Econometrics : open access journal
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Advances in econometrics
2
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion papers / Department of Economics, University of California San Diego
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Handbook of econometrics ; Vol. 1
2
Journal of economic surveys
2
Journal of empirical finance
2
Journal of financial econometrics
2
NCER working paper series
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Quantitative economics : QE ; journal of the Econometric Society
2
Statistical inference in continuous time economic models
2
The American journal of economics and sociology
2
The review of financial studies
2
Advances in econometrics : a research annual
1
Annals of economics and statistics
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CAMA working paper series
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Canadian Journal of Economics
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ECONIS (ZBW)
600
RePEc
13
OLC EcoSci
1
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211
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842069
Saved in:
212
Nonparametric structural estimation via continuous location shifts in an endogenous regressor
Phillips, Peter C. B.
;
Su, Liangjun
-
2009
Persistent link: https://www.econbiz.de/10003842075
Saved in:
213
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo
;
Han, Chirok
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003842080
Saved in:
214
A parodox of inconsistent parametric and consistent nonparametric regression
Phillips, Peter C. B.
;
Su, Liangjun
-
2009
Persistent link: https://www.econbiz.de/10003842086
Saved in:
215
Regression asymptotics using martingale convergence methods
Ibragimov, Rustam Ju.
;
Phillips, Peter C. B.
- In:
Econometric theory
24
(
2008
)
4
,
pp. 888-947
Persistent link: https://www.econbiz.de/10003736839
Saved in:
216
Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723110
Saved in:
217
Tilted nonparametric estimation of volatility functions
Phillips, Peter C. B.
(
contributor
);
Xu, Ke-Li
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003723111
Saved in:
218
Exact distribution theory in structural estimation with an identity
Phillips, Peter C. B.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003723139
Saved in:
219
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:
220
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
(
contributor
);
Sun, Yixiao
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003761525
Saved in:
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