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Edmond Malinvaud : a tribute to his contributions in econometrics
Phillips, Peter C. B. - In: The econometrics journal 18 (2015) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10011378421
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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - In: The econometrics journal 1 (1998) 2, pp. 27-43
Persistent link: https://www.econbiz.de/10001443696
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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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Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - In: The econometrics journal 6 (2003) 1, pp. 217-259
Persistent link: https://www.econbiz.de/10001781059
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Non‐parametric regression under location shifts
Phillips, Peter C. B.; Su, Liangjun - In: The econometrics journal 14 (2011) 3, pp. 457-487
Persistent link: https://www.econbiz.de/10009343977
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Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui; Su, Liangjun; Phillips, Peter C. B. - In: The econometrics journal 15 (2012) 1, pp. 56-101
Persistent link: https://www.econbiz.de/10009833425
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Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24)
Phillips, Peter C. B.; Yu, Jun - In: The econometrics journal 14 (2011) 1, pp. 126-130
Persistent link: https://www.econbiz.de/10008845132
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A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun; Phillips, Peter C. B. - In: The econometrics journal 4 (2001) 4, pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
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Non-parametric regression under location shifts
Phillips, Peter C. B.; Su, Liangjun - In: The econometrics journal 14 (2011) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10009382495
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Testing for common trends in semi‐parametric panel data models with fixed effects
Zhang, Yonghui; Su, Liangjun; Phillips, Peter C. B. - In: The econometrics journal 15 (2012) 1, pp. 56-100
Persistent link: https://www.econbiz.de/10009520548