Narrow search
Showing 1 - 10 of 1,044
Cover Image
VARs with mixed roots near unity
Phillips, Peter C. B.; Lee, Ji Hyung - 2011
Persistent link: https://www.econbiz.de/10009412234
Cover Image
Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 177 (2013) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
Cover Image
Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.; Lee, Ji Hyung - In: Econometric reviews 34 (2015) 6/10, pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
Cover Image
Asset pricing with financial bubble risk
Lee, Ji Hyung; Phillips, Peter C. B. - In: Journal of empirical finance 38 (2016), pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Cover Image
Time series regression with a unit root and infinite-variance errors
Phillips, Peter C. B. - In: Econometric theory 6 (1990) 1, pp. 44-62
Persistent link: https://www.econbiz.de/10001085418
Cover Image
Exact small sample theory in the simultaneous equations model
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10001327453
Cover Image
Partially identified econometric models
Phillips, Peter C. B. - In: Econometric theory 5 (1989) 2, pp. 181-240
Persistent link: https://www.econbiz.de/10001069080
Cover Image
A shortcut to LAD estimator asymptotics
Phillips, Peter C. B. - In: Econometric theory 7 (1991) 4, pp. 450-463
Persistent link: https://www.econbiz.de/10001117739
Cover Image
Conditional and unconditional statistical independence
Phillips, Peter C. B. - In: Journal of econometrics 3 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
Cover Image
Econometric theory and practice
Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 583-586
Persistent link: https://www.econbiz.de/10003864145