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~isPartOf:"Journal of econometrics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Phillips, Peter C. B."
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Phillips, Peter C. B.
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Journal of econometrics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Cowles Foundation discussion paper
6
Cowles Foundation Discussion Paper
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 155-165
Persistent link: https://www.econbiz.de/10009671329
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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/10003608182
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