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Phillips, Peter C.B.
138
Yu, Jun
7
Magdalinos, Tassos
6
Park, Joon Y.
6
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6
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5
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Econometric theory
60
Journal of econometrics
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
The econometrics journal
6
Journal of applied econometrics
3
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3
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2
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1
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1
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1
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OLC EcoSci
RePEc
2,294
ECONIS (ZBW)
24
BASE
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EconStor
1
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1
Single Factor Heath-Jarrow-Morton Term Structure Models Based on Markov Spot Interest Rate Dynamics
Jeffrey, Andrew
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
4
,
pp. 619
Persistent link: https://www.econbiz.de/10006709329
Saved in:
2
Structural changes in Australian bank risk
Dennis, Steven A.
;
Jeffrey, Andrew
- In:
Journal of international financial markets, …
12
(
2002
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10007111130
Saved in:
3
Models, Methods, and Applications of Econometrics: Essays in Honor of A. R. Bergstrom
Phillips, Peter C.B.
;
Caudill, Steven B.
- In:
Southern economic journal
61
(
1994
)
2
,
pp. 539
Persistent link: https://www.econbiz.de/10006685998
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4
GMM with Many Moment Conditions
Han, Chirok
;
Phillips, Peter C.B.
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
1
,
pp. 147-192
Persistent link: https://www.econbiz.de/10006747714
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5
Local Whittle estimation of fractional integration and some of its variants
Shimotsu, Katsumi
;
Phillips, Peter C.B.
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 209-234
Persistent link: https://www.econbiz.de/10006748300
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6
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C.B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10006757760
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7
Forward exchange market unbiasedness: The case of the Australian dollar since 1984
Phillips, Peter C.B.
;
McFarland, James W.
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 885-908
Persistent link: https://www.econbiz.de/10006921851
Saved in:
8
Linear Regression Limit Theory for Nonstationary Panel Data
Phillips, Peter C.B.
;
Moon, Hyungsik R.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
5
,
pp. 1057-1112
Persistent link: https://www.econbiz.de/10006784381
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9
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C.B.
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 227-272
Persistent link: https://www.econbiz.de/10006785378
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10
New Tools for Understanding Spurious Regressions
Phillips, Peter C.B.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1299-1326
Persistent link: https://www.econbiz.de/10006787481
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