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Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: The econometrics journal 17 (2014) 3, pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Moon, Hyungsik Roger; Perron, Benoit - In: The econometrics journal 11 (2008) 1, pp. 80-104
Persistent link: https://www.econbiz.de/10003648625
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Estimation of graphical models using the L1,2 norm
Chiong, Khai Xiang; Moon, Hyungsik Roger - In: The econometrics journal 21 (2018) 3, pp. 247-263
Persistent link: https://www.econbiz.de/10012166618
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BLP-2LASSO for aggregate discrete choice models with rich covariates : editor's choice
Gillen, Benjamin J.; Montero, Sergio; Moon, Hyungsik Roger - In: The econometrics journal 22 (2019) 3, pp. 262-281
Persistent link: https://www.econbiz.de/10012166760
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Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C.B. - In: The econometrics journal 8 (2005) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10007429837
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Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C.B.; Sul, Donggyu - In: The econometrics journal 6 (2003) 1, pp. 217
Persistent link: https://www.econbiz.de/10007463702
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Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C.B.; Sul, Donggyu - In: The econometrics journal 6 (2003) 1, pp. 217
Persistent link: https://www.econbiz.de/10007463703
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A Gaussian approach for continuous time models of the short-term interest rate
Yu, Jun; Phillips, Peter C.B. - In: The econometrics journal 4 (2001) 2, pp. 210-224
Persistent link: https://www.econbiz.de/10007483857
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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C.B. - In: The econometrics journal 4 (2001) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10007486736
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Bimodal t-ratios: the impact of thick tails on inference
Fiorio, Carlo V.; Hajivassiliou, Vassilis A.; Phillips, … - In: The econometrics journal 13 (2010) 2, pp. 271-290
Persistent link: https://www.econbiz.de/10008412172