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IN MEMORY OF JOHN DENIS SARGAN
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Brownian motion
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Phillips, Peter C.B.
533
Yu, Jun
40
Magdalinos, Tassos
20
Park, Joon Y.
20
Jin, Sainan
19
Sul, Donggyu
19
Han, Chirok
18
Sun, Yixiao
18
Ploberger, Werner
13
Xiao, Zhijie
13
Lieberman, Offer
12
Moon, Hyungsik R.
11
Cho, Jin Seo
10
Moon, Hyungsik Roger
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Chang, Yoosoon
8
Kasparis, Ioannis
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Phillips, Peter C. B.
8
Toda, Hiro Y.
8
Wang, Qiying
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Gao, Jiti
7
Giraitis, Liudas
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Hu, Ling
7
Ouliaris, Sam
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Shi, Shu-Ping
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Shimotsu, Katsumi
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Bandi, Federico M.
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Chao, John C.
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Perron, Benoit
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Xu, Ke-Li
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Hodgson, Douglas J.
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Kim, Chang Sik
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Kitamura, Yuichi
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Su, Liangjun
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Cheng, Xu
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Loretan, Mico
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McFarland, James W.
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PHILLIPS, PETER C.B.
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Cowles Foundation for Research in Economics, Yale University
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Cowles Foundation Discussion Papers
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Econometric Theory
81
Econometric theory
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Journal of econometrics
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Journal of Econometrics
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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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Essays in honor of Aman Ullah
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Essays in honor of Joon Y. Park : econometric theory
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International economic review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
1
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Levine's Bibliography
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Mathematics and Computers in Simulation (MATCOM)
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Research in economics : an international review of economics
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Southern economic journal
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The economic journal : the journal of the Royal Economic Society
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RePEc
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OLC EcoSci
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ECONIS (ZBW)
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EconStor
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111
Bootstrapping I(1) data
Phillips, Peter C.B.
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 280-285
Persistent link: https://www.econbiz.de/10008455144
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112
Smoothing local-to-moderate unit root theory
Phillips, Peter C.B.
;
Magdalinos, Tassos
;
Giraitis, Liudas
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 274-280
Persistent link: https://www.econbiz.de/10008455145
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113
Bimodal t-ratios: the impact of thick tails on inference
Fiorio, Carlo V.
;
Hajivassiliou, Vassilis A.
;
Phillips, …
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 271-290
Persistent link: https://www.econbiz.de/10008412172
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114
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
Cho, Jin Seo
;
Han, Chirok
;
Phillips, Peter C.B.
- In:
Econometric theory
26
(
2010
)
3
,
pp. 953-963
Persistent link: https://www.econbiz.de/10008415349
Saved in:
115
Indirect inference for dynamic panel models
Gouriéroux, Christian
;
Phillips, Peter C.B.
;
Yu, Jun
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 68-78
Persistent link: https://www.econbiz.de/10008418107
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116
The 2005 Invited Address - Comment - Realized Variance and Market Microstructure Noise
Phillips, Peter C.B.
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 202-207
Persistent link: https://www.econbiz.de/10008222684
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117
ARTICLES - A Primer on Unit Root Testing
Phillips, Peter C.B.
;
Xiao, Zhijie
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 423-470
Persistent link: https://www.econbiz.de/10007691287
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118
Some empirics on economic growth under heterogeneous technology
Phillips, Peter C.B.
;
Sul, Donggyu
- In:
Journal of macroeconomics
29
(
2007
)
3
,
pp. 455-469
Persistent link: https://www.econbiz.de/10007767613
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119
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
;
Phillips, Peter C.B.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 265-280
Persistent link: https://www.econbiz.de/10007894510
Saved in:
120
A simple approach to the parametric estimation of potentially nonstationary diffusions
Bandi, Federico M.
;
Phillips, Peter C.B.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 354-395
Persistent link: https://www.econbiz.de/10007604727
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