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Some computations based on observed data series of the exogenous variable component in continuous systems

Phillips, P. C. B. - In: Statistical inference in continuous time economic models, (pp. 175-214). 1976

Persistent link: https://www.econbiz.de/10002641341

The structural estimation of a stochastic differential equation system

Phillips, P. C. B. - In: Econometrica : journal of the Econometric Society, an … 40 (1972) 6, pp. 1021-1041

Persistent link: https://www.econbiz.de/10002641350

A theorem on the tail behaviour of probability distributions with an application to the stable family

Phillips, P. C. B. - In: The Canadian journal of economics 18 (1985) 1, pp. 58-65

Persistent link: https://www.econbiz.de/10002641402

The treatment of flow data in the estimation of continuous time systems

Phillips, P. C. B. - In: Stability and inflation : a volume of essays to honour …, (pp. 257-274). 1978

Persistent link: https://www.econbiz.de/10002641415

The exact distribution of the Stein-rule estimator

Phillips, P. C. B. - In: Journal of econometrics 25 (1984) 1/2, pp. 123-131

Persistent link: https://www.econbiz.de/10003652020

Understanding spurious regressions in econometrics

Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340

Persistent link: https://www.econbiz.de/10003652041

An everywhere convergent series representation of the distribution of Hotelling's generalized T02

Phillips, P. C. B. - In: Journal of Multivariate Analysis 21 (1987) 2, pp. 238-249

A new series representation of the exact distribution of Hotelling's generalized T02 statistic is obtained. Unlike earlier work, the series representation given here is everywhere convergent. Explicit formulae are given for both the null and the non-central distributions. Earlier results by [1],...

Persistent link: https://www.econbiz.de/10005006548

The concentration ellipsoid of a random vector

Phillips, P. C. B. - In: Journal of Econometrics 11 (1979) 2-3, pp. 363-365

Persistent link: https://www.econbiz.de/10005122886

A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family.

Phillips, P. C. B. - In: Canadian Journal of Economics 18 (1985) 1, pp. 58-65

Persistent link: https://www.econbiz.de/10005608982

A simple proof of the latent root sensitivity formula

Phillips, P. C. B. - In: Economics Letters 9 (1982) 1, pp. 57-59

Persistent link: https://www.econbiz.de/10005270124