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SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION
Phillips, Peter C.B.; Yu, Jun - In: Econometric Theory 30 (2014) 01, pp. 1-2
Persistent link: https://www.econbiz.de/10010734975
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THE ET INTERVIEW: A CONVERSATION WITH ERIC GHYSELS
Phillips, Peter C.B.; Yu, Jun - In: Econometric Theory 28 (2012) 01, pp. 207-217
Persistent link: https://www.econbiz.de/10010544211
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EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION
Knight, John L.; Yu, Jun - In: Econometric Theory 18 (2002) 03, pp. 691-721
Persistent link: https://www.econbiz.de/10005411689
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ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS
Yu, Jun - In: Econometric Theory 30 (2014) 04, pp. 737-774
Persistent link: https://www.econbiz.de/10010800958
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Spurious Regression in Forecast-Encompassing Tests
Phillips, Peter C.B. - In: Econometric Theory 11 (1995) 05, pp. 1188-1190
Persistent link: https://www.econbiz.de/10005411622
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Spurious Regression and Generalized Least Squares
Phillips, Peter C.B.; Hodgson, Douglas J. - In: Econometric Theory 10 (1994) 05, pp. 967-968
Persistent link: https://www.econbiz.de/10005411643
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Unit Root Testing with Intermittent Data
Phillips, Peter C.B. - In: Econometric Theory 10 (1994) 3-4, pp. 817-818
Persistent link: https://www.econbiz.de/10005411683
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New Heraldry for ET
Phillips, Peter C.B. - In: Econometric Theory 13 (1997) 06, pp. 769-769
Persistent link: https://www.econbiz.de/10005411692
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LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS
Phillips, Peter C.B.; Magdalinos, Tassos - In: Econometric Theory 24 (2008) 04, pp. 865-887
A limit theory is developed for multivariate regression in an explosive cointegrated system. The asymptotic behavior of the least squares estimator of the cointegrating coefficients is found to depend upon the precise relationship between the explosive regressors. When the eigenvalues of the...
Persistent link: https://www.econbiz.de/10005411702
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IN MEMORY OF JOHN DENIS SARGAN
Phillips, Peter C.B. - In: Econometric Theory 19 (2003) 03, pp. 417-422
Persistent link: https://www.econbiz.de/10005411729