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Testing for cointegration using principal components methods

Phillips, P. C. B.; Ouliaris, S. - In: Journal of Economic Dynamics and Control 12 (1988) 2-3, pp. 205-230

Persistent link: https://www.econbiz.de/10005160724

A method for working with sign restrictions in structural equation modelling

Ouliaris, Sam; Pagan, Adrian R. - In: Oxford bulletin of economics and statistics 78 (2016) 5, pp. 605-622

Persistent link: https://www.econbiz.de/10011579075

Pre- and post-global financial crisis policy multipliers#

Ouliaris, Sam; Rochon, Céline - In: Journal of macroeconomics 70 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013275462

Understanding spurious regressions in econometrics

Phillips, P.C.B. - In: Journal of Econometrics 33 (1986) 3, pp. 311-340

Persistent link: https://www.econbiz.de/10005285620

The exact distribution of the Stein-rule estimator

Phillips, P.C.B. - In: Journal of Econometrics 25 (1984) 1-2, pp. 123-131

Persistent link: https://www.econbiz.de/10005192625

Exact small sample theory in the simultaneous equations model

Phillips, P.C.B. - In: Handbook of Econometrics

Persistent link: https://www.econbiz.de/10005204053

Chapter 8 Exact small sample theory in the simultaneous equations model

Phillips, P.C.B. - In: Handbook of econometrics : volume 1, (pp. 449-516). 1983

This chapter provides a general framework for the distribution problem and details formulae that are frequently useful in the derivation of sampling distributions and moments. It also provides an account of the genesis of the Edgeworth, Nagar, and saddlepoint approximations. The chapter...

Persistent link: https://www.econbiz.de/10014024906

Leverage and the foreclosure crisis

Corbae, Dean; Quintin, Erwan - 2013

Persistent link: https://www.econbiz.de/10010126695

Foreign competition and banking industry dynamics : an application to Mexico

Corbae, Dean; D'Erasmo, Pablo N. - In: IMF economic review 63 (2015) 4, pp. 830-867

Persistent link: https://www.econbiz.de/10011537632

RED special issue on human capital and inequality, an introduction

Corbae, Dean; De Nardi, Mariacristina; Lochner, Lance - In: Review of economic dynamics 25 (2017), pp. 1-3

Persistent link: https://www.econbiz.de/10011893675