Narrow search
Showing 1 - 7 of 7
Cover Image
Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s
Phillips, P.C.B.; McFarland, J.W.; McMahon, P.C. - In: Journal of applied econometrics 11 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10007001659
Cover Image
Nonstationary Time Series and Cointegration
Phillips, P.C.B. - In: Journal of applied econometrics 10 (1995) 1, pp. 87-94
Persistent link: https://www.econbiz.de/10007007900
Cover Image
Rethinking an Old Empirical Puzzle: Econometric Evidence on the Forward Discount Anomaly
Maynard, A.; Phillips, P.C.B. - In: Journal of applied econometrics 16 (2001) 6, pp. 671-708
Persistent link: https://www.econbiz.de/10006976091
Cover Image
Descriptive Econometries for Non-stationary Time Series with Empirical Illustrations
Phillips, P.C.B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-414
Persistent link: https://www.econbiz.de/10006978553
Cover Image
Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data
Cati, R.C.; Garcia, M.G.P.; Perron, P. - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10006989751
Cover Image
Computation and analysis of multiple structural change models
Bai, Jushan; Perron, Pierre - In: Journal of applied econometrics 18 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001738235
Cover Image
Using OLS to estimate and test for structural changes in models with endogenous regressors
Perron, Pierre; Yamamoto, Yohei - In: Journal of applied econometrics 30 (2015) 1, pp. 119-144
Persistent link: https://www.econbiz.de/10011327644