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~isPartOf:"Handbook of financial time series"
~language:"eng"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Statistics"
~type_genre:"Thesis"
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Phillips, Peter C. B.
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Handbook of financial time series
Econometric theory
66
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
28
Econometric reviews
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The econometrics journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Celebrating Irving Fisher : the legacy of a great economist
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The review of financial studies
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Economic time series with random walk and other nonstationary components
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Essays in honor of Aman Ullah
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Handbook of econometrics ; Vol. 1
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Journal of macroeconomics
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Journal of urban economics
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Practical issues in cointegration analysis
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Research in economics : an international review of economics
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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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Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
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