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The Econometric Theory Awards 2004
Phillips, Peter C.B. - In: Econometric theory 20 (2004) 3, pp. 641
Persistent link: https://www.econbiz.de/10006963721
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EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
Lieberman, Offer; Phillips, Peter C.B. - In: Econometric theory 20 (2004) 3, pp. 464-484
Persistent link: https://www.econbiz.de/10006963728
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VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN
Phillips, Peter C.B. - In: Econometric theory 19 (2003) 3, pp. 495
Persistent link: https://www.econbiz.de/10006969276
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IN MEMORY OF JOHN DENIS SARGAN
Phillips, Peter C.B. - In: Econometric theory 19 (2003) 3, pp. 417-422
Persistent link: https://www.econbiz.de/10006969283
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ARTICLES - How to Estimate Autoregressive Roots near Unity
Phillips, Peter C.B.; Moon, Hyungsik Roger; Xiao, Zhijie - In: Econometric theory 17 (2001) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10006980334
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ARTICLES - Estimation of Autoregressive Roots Near Unity Using Panel Data
Moon, Hyungsik R.; Phillips, Peter C.B. - In: Econometric theory 16 (2000) 6, pp. 927-997
Persistent link: https://www.econbiz.de/10006981396
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OBITUARY - G S Maddala, 1933-1999
Lahiri, Kajal; Phillips, Peter C.B. - In: Econometric theory 15 (1999) 4, pp. 639
Persistent link: https://www.econbiz.de/10006987518
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ARTICLES - Efficient Detrending in Cointegrating Regression
Xiao, Zhijie; Phillips, Peter C.B. - In: Econometric theory 15 (1999) 4, pp. 519-548
Persistent link: https://www.econbiz.de/10006987532
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ARTICLES - Asymptotics for Nonlinear Transformations of Integrated Time Series
Park, Joon Y.; Phillips, Peter C.B. - In: Econometric theory 15 (1999) 3, pp. 269-298
Persistent link: https://www.econbiz.de/10006988622
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ARTICLES - Asymptotics for Nonlinear Transformations of Integrated Time Series
Park, Joon Y.; Phillips, Peter C.B. - In: Econometric theory 15 (1999) 3, pp. 269-298
Persistent link: https://www.econbiz.de/10006988637