AAAAAA
Results: 26-32/32
Authors:
PHILLIPS PCB
Citation: Pcb. Phillips, SOME EXACT DISTRIBUTION-THEORY FOR MAXIMUM-LIKELIHOOD ESTIMATORS OF COINTEGRATING COEFFICIENTS IN ERROR-CORRECTION MODELS, Econometrica, 62(1), 1994, pp. 73-93
Authors:
TODA HY
PHILLIPS PCB
Citation: Hy. Toda et Pcb. Phillips, THE SPURIOUS EFFECT OF UNIT ROOTS ON VECTOR AUTOREGRESSIONS - AN ANALYTICAL STUDY, Journal of econometrics, 59(3), 1993, pp. 229-255
Authors:
CHOI I
PHILLIPS PCB
Citation: I. Choi et Pcb. Phillips, TESTING FOR A UNIT-ROOT BY FREQUENCY-DOMAIN REGRESSION, Journal of econometrics, 59(3), 1993, pp. 263-286
Authors:
PHILLIPS PCB
Citation: Pcb. Phillips, EFFICIENCY OF MAXIMUM-LIKELIHOOD, Econometric theory, 9(3), 1993, pp. 534-535
Authors:
PHILLIPS PCB
Citation: Pcb. Phillips, SIMULTANEOUS-EQUATIONS BIAS IN LEVEL VAR ESTIMATION, Econometric theory, 9(2), 1993, pp. 326-328
Authors:
TODA HY
PHILLIPS PCB
Citation: Hy. Toda et Pcb. Phillips, VECTOR AUTOREGRESSIONS AND CAUSALITY, Econometrica, 61(6), 1993, pp. 1367-1393
Authors:
PHILLIPS PCB
Citation: Pcb. Phillips, GEOMETRY OF THE EQUIVALENCE OF OLS AND GLS IN THE LINEAR-MODEL, Econometric theory, 8(1), 1992, pp. 158-159