AAAAAA

   
Results: 1-15 |
Results: 15
Descriptive econometrics for non-stationary time series with empirical illustrations
Authors: Phillips, PCB
Citation: Pcb. Phillips, Descriptive econometrics for non-stationary time series with empirical illustrations, J APPL ECON, 16(3), 2001, pp. 389-413
Trending time series and macroeconomic activity: Some present and future challenges
Authors: Phillips, PCB
Citation: Pcb. Phillips, Trending time series and macroeconomic activity: Some present and future challenges, J ECONOMET, 100(1), 2001, pp. 21-27
The 1997-1999 - Tjalling C. Koopmans Econometric Theory Prize
Authors: Phillips, PCB
Citation: Pcb. Phillips, The 1997-1999 - Tjalling C. Koopmans Econometric Theory Prize, ECONOMET TH, 17(2), 2001, pp. 493-494
How to estimate autoregressive roots near unity
Authors: Phillips, PCB Moon, HR Xiao, ZJ
Citation: Pcb. Phillips et al., How to estimate autoregressive roots near unity, ECONOMET TH, 17(1), 2001, pp. 29-69
Structural change tests in tail behaviour and the Asian crisis
Authors: Quintos, C Fan, ZH Phillips, PCB
Citation: C. Quintos et al., Structural change tests in tail behaviour and the Asian crisis, REV ECON S, 68(3), 2001, pp. 633-663
Nonlinear regressions with integrated time series
Authors: Park, JY Phillips, PCB
Citation: Jy. Park et Pcb. Phillips, Nonlinear regressions with integrated time series, ECONOMETRIC, 69(1), 2001, pp. 117-161
Estimation of autoregressive roots near unity using panel data
Authors: Moon, HR Phillips, PCB
Citation: Hr. Moon et Pcb. Phillips, Estimation of autoregressive roots near unity using panel data, ECONOMET TH, 16(6), 2000, pp. 927-997
Nonstationary binary choice
Authors: Park, JY Phillips, PCB
Citation: Jy. Park et Pcb. Phillips, Nonstationary binary choice, ECONOMETRIC, 68(5), 2000, pp. 1249-1280
Maximum likelihood estimation in panels with incidental trends
Authors: Moon, HR Phillips, PCB
Citation: Hr. Moon et Pcb. Phillips, Maximum likelihood estimation in panels with incidental trends, OX B ECON S, 61, 1999, pp. 711
Maximum likelihood estimation in panels with incidental trends
Authors: Moon, HR Phillips, PCB
Citation: Hr. Moon et Pcb. Phillips, Maximum likelihood estimation in panels with incidental trends, OX B ECON S, 61(4), 1999, pp. 711
Model selection in partially nonstationary vector autoregressive processeswith reduced rank structure
Authors: Chao, JC Phillips, PCB
Citation: Jc. Chao et Pcb. Phillips, Model selection in partially nonstationary vector autoregressive processeswith reduced rank structure, J ECONOMET, 91(2), 1999, pp. 227-271
Efficient detrending in cointegrating regression
Authors: Xiao, ZJ Phillips, PCB
Citation: Zj. Xiao et Pcb. Phillips, Efficient detrending in cointegrating regression, ECONOMET TH, 15(4), 1999, pp. 519-548
G.S. Maddala, 1933-1999 - Obituary
Authors: Lahiri, K Phillips, PCB
Citation: K. Lahiri et Pcb. Phillips, G.S. Maddala, 1933-1999 - Obituary, ECONOMET TH, 15(4), 1999, pp. 639-641
Asymptotics for nonlinear transform at ions of integrated time series
Authors: Park, JY Phillips, PCB
Citation: Jy. Park et Pcb. Phillips, Asymptotics for nonlinear transform at ions of integrated time series, ECONOMET TH, 15(3), 1999, pp. 269-298
Linear regression limit theory for nonstationary panel data
Authors: Phillips, PCB Moon, HR
Citation: Pcb. Phillips et Hr. Moon, Linear regression limit theory for nonstationary panel data, ECONOMETRIC, 67(5), 1999, pp. 1057-1111
Risultati: 1-15 |