Narrow search
Showing 1 - 10 of 26
Cover Image
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B. - 1998
Persistent link: https://www.econbiz.de/10000997933
Cover Image
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001389305
Cover Image
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010464140
Cover Image
Fractional Brownian motion as a differentiable generalized Gaussian process
Zinde-Walsh, Victoria; Phillips, Peter C. B. - 2003
Persistent link: https://www.econbiz.de/10001735076
Cover Image
Nonstationary discrete choice
Hu, Ling; Phillips, Peter C. B.; Xiao, Zhijie - 2002
Persistent link: https://www.econbiz.de/10001671873
Cover Image
Local Whittle estimation in nonstationary and unit root cases
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499561
Cover Image
Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.; Yu, Jun - 2000
Persistent link: https://www.econbiz.de/10001558290
Cover Image
Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
Cover Image
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.; Yu, Jun - 2009
Persistent link: https://www.econbiz.de/10003854432
Cover Image
Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842064