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subject:"Share price"
subject:"Theory"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Phillips, Peter C. B."
~subject:"Time series analysis"
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Share price
Theory
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Estimation theory
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Autocorrelation
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Maximum likelihood estimation
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Phillips, Peter C. B.
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Cheung, Yin-Wong
2
Choi, In
2
Davidson, Russell
2
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2
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2
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1
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1
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1
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Oxford bulletin of economics and statistics
Cowles Foundation discussion paper
39
Cowles Foundation Discussion Paper
17
Journal of econometrics
16
Econometric theory
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Cowles Foundation paper
3
The review of economic studies
3
Working paper
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Econometric reviews
1
Econometrics : open access journal
1
Handbook of econometrics ; Vol. 1
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
1
Testing integration and cointegration
1
The econometrics journal
1
The review of financial studies
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
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1
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
Saved in:
2
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
Saved in:
3
LM tests for a unit root in the presence of deterministic trends
Schmidt, Peter
- In:
Oxford bulletin of economics and statistics
54
(
1992
)
3
,
pp. 257-287
Persistent link: https://www.econbiz.de/10001330274
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