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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/10001612277
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Non-stationary regression with logistic transition
Chang, Yoosoon; Jiang, Bibo; Park, Joon Y. - In: The econometrics journal 15 (2012) 2, pp. 255-287
Persistent link: https://www.econbiz.de/10009614926
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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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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