Narrow search
Showing 91 - 100 of 1,304
Cover Image
Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1992
Persistent link: https://www.econbiz.de/10000872825
Cover Image
A model of output, employment, capital formation and inflation
Bailey, Ralph W.; Hall, Vivian Bruce; Phillips, Peter C. B. - 1980
Persistent link: https://www.econbiz.de/10000691342
Cover Image
Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
Cover Image
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 147 (2008) 1, pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
Cover Image
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
Cover Image
Local Whittle estimation of fractional integration and some of its variants
Shimotsu, Katsumi; Phillips, Peter C. B. - In: Journal of econometrics 130 (2006) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10003277950
Cover Image
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
Cover Image
Asymptotic theory for zero energy density estimation with nonparametric regression applications
Wang, Qiying; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795693
Cover Image
Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795694
Cover Image
Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696