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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001498899
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440481
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The tail behavior of maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828948
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Second order expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596327
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
Persistent link: https://www.econbiz.de/10001735077
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Valid Edgeworth expansion for the Whittle maximum likelihood estimator for stationary long-memory Gaussian time series
Andrews, Donald W. K.; Lieberman, Offer - 2002
Persistent link: https://www.econbiz.de/10001666393
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Penalised maximum likelihood estimation for fractional Gaussian processes
Lieberman, Offer - 2001
Persistent link: https://www.econbiz.de/10001637160
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Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, gaussian, strongly dependent process
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - 2002
Persistent link: https://www.econbiz.de/10001640913
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A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations
Phillips, Peter C. B.; Yu, Jun - 2005
Persistent link: https://www.econbiz.de/10003000713
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Expansions for approximate maximum likelihood estimators of the fractional difference
Lieberman, Offer; Phillips, Peter C. B. - 2004
Persistent link: https://www.econbiz.de/10002148145