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LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
Cho, Jin Seo; Han, Chirok; Phillips, Peter C.B. - In: Econometric theory 26 (2010) 3, pp. 953-963
Persistent link: https://www.econbiz.de/10008415349
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Testing for the effects of omitted power transformations
Cho, Jin Seo; Ishida, Isao - In: Economics letters 117 (2012) 1, pp. 287-291
Persistent link: https://www.econbiz.de/10010018235
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Infinite Density at the Median and the Typical Shape of Stock Return Distributions
Han, Chirok; Cho, Jin Seo; Phillips, Peter C B - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 282-295
Persistent link: https://www.econbiz.de/10008894204
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Generalized runs tests for the IID hypothesis
Cho, Jin Seo; White, Halbert - In: Journal of econometrics 162 (2011) 2, pp. 326-345
Persistent link: https://www.econbiz.de/10008997618
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Testing for unobserved heterogeneity in exponential and Weibull duration models
Cho, Jin Seo; White, Halbert - In: Journal of econometrics 157 (2010) 2, pp. 458-481
Persistent link: https://www.econbiz.de/10008433388
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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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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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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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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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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