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subject:"Share price"
subject:"Theory"
~isPartOf:"The review of financial studies"
~person:"Phillips, Peter C. B."
~subject:"Time series analysis"
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Phillips, Peter C. B.
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The review of financial studies
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
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Cowles Foundation paper
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Oxford bulletin of economics and statistics
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The review of economic studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Handbook of econometrics ; Vol. 1
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Simplicity, inference and modeling : keeping it sophisticatedly simple
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Special issue on new developments in time series econometrics
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Studies in econometrics in honor of Carl F. Christ
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Testing integration and cointegration
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Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728
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