Narrow search
Showing 1 - 10 of 79
Cover Image
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl; Hassan, Nadima el - 1996
Persistent link: https://www.econbiz.de/10000955777
Cover Image
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Cover Image
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767435
Cover Image
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003461394
Cover Image
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - In: Journal of econometrics 137 (2007) 1, pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Cover Image
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468430
Cover Image
Indirect inference for dynamic panel models
Gouriéroux, Christian (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003468437
Cover Image
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl; Chege Maina, Samuel; Nikitopoulos, … - 2010
Persistent link: https://www.econbiz.de/10008663092
Cover Image
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl; Hsiao, Chih-ying; Ming Xi Huang - 2010
Persistent link: https://www.econbiz.de/10008663098
Cover Image
Folklore theorems, implicit maps and new unit root limit theory
Phillips, Peter C. B. - 2011
The delta method and continuous mapping theorem are among the most extensively used tools in asymptotic derivations in econometrics. Extensions of these methods are provided for sequences of functions, which are commonly encountered in applications, and where the usual methods sometimes fail....
Persistent link: https://www.econbiz.de/10008826746