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A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010464140
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Unit root model selection
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724266
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Local limit theory and spurious nonparametric regression
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724268
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Long memory and long run variation
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724271
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Structural nonparametric cointegrating regression
Wang, Qiying (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724274
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Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew; Kristensen, Dennis; Linton, Oliver; … - In: Journal of financial econometrics : official journal of … 2 (2004) 2, pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
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GMM with many moment conditions
Han, Chirok; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 1, pp. 147-192
Persistent link: https://www.econbiz.de/10003295559
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Comments on "Econometric analysis of Fisher's equation"
Rust, John - In: Celebrating Irving Fisher : the legacy of a great economist, (pp. 169-184). 2005
Persistent link: https://www.econbiz.de/10003297131
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Econometric analysis of Fisher's equation
Phillips, Peter C. B. - In: Celebrating Irving Fisher : the legacy of a great economist, (pp. 125-168). 2005
Persistent link: https://www.econbiz.de/10003297134
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A small model of output, employment, capital formation and inflation, applied to the New Zealand economy
Bailey, R. W.; Hall, V. B.; Phillips, P. C. B. - 1979
Persistent link: https://www.econbiz.de/10003212929