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The concentration ellipsoid of a random vector
Phillips, P. C. B. - In: Journal of Econometrics 11 (1979) 2-3, pp. 363-365
Persistent link: https://www.econbiz.de/10005122886
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The problem of identification in finite parameter continuous time models
Phillips, P. C. B. - In: Journal of Econometrics 1 (1973) 4, pp. 351-362
Persistent link: https://www.econbiz.de/10005285304
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The exact distribution of exogenous variable coefficient estimators
Phillips, P. C. B. - In: Journal of Econometrics 26 (1984) 3, pp. 387-398
Persistent link: https://www.econbiz.de/10005285882
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Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, J. C.; Phillips, P. C. B. - In: Journal of Econometrics 87 (1998) 1, pp. 49-86
Persistent link: https://www.econbiz.de/10005238993
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Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B. - In: Journal of Econometrics 83 (1998) 1-2, pp. 21-56
Persistent link: https://www.econbiz.de/10005052729
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A CUSUM test for cointegration using regression residuals
Xiao, Zhijie; Phillips, Peter C. B. - In: Journal of Econometrics 108 (2002) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10005052917
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An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
Phillips, Peter C. B. - In: Journal of Econometrics 6 (1977) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10005122569
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Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - In: Journal of Econometrics 118 (2004) 1-2, pp. 219-246
Persistent link: https://www.econbiz.de/10005122804
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Higher-order approximations for frequency domain time series regression
Xiao, Zhijie; Phillips, Peter C. B. - In: Journal of Econometrics 86 (1998) 2, pp. 297-336
Persistent link: https://www.econbiz.de/10005122825
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Bayesian model selection and prediction with empirical applications
Phillips, Peter C. B. - In: Journal of Econometrics 69 (1995) 1, pp. 289-331
Persistent link: https://www.econbiz.de/10005122872