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Dynamic panel GMM with near unity
Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010463725
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Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - 2001
Persistent link: https://www.econbiz.de/10001618853
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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468433
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GMM estimation for dynamic panels with fixed effects and strong instruments at unity
Han, Chirok (contributor); Phillips, Peter C. B. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462523
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GMM with many moment conditions
Han, Chirok; Phillips, Peter C. B. - 2005
Persistent link: https://www.econbiz.de/10002969614
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Non-linearity induced weak instrumentation
Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos - 2012
Persistent link: https://www.econbiz.de/10009615048