CFP 1165 |
Chirok Han, Peter C. B. Phillips, "GMM with Many Moment Conditions," Econometrica, (January 2006), 74(1): 147-192 (See CFDP 1515) |
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CFP 1161 |
Donggyu Sul, Peter C. B. Phillips, Chi-Young Choi, "Prewhitening Bias in HAC Estimation," Oxford Bulletin of Economics and Statistics, (August 2005), 67(4): 517-546 (See CFDP 1436) |
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CFP 1159 |
Peter C. B. Phillips, Ke-Li Xu, "Inference in Autoregression under Heteroskedasticity," Journal of Time Series Analysis, (March 2006), 27(2): 289-308 |
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CFP 1158 |
Peter C. B. Phillips, "HAC Estimation by Automated Regression," Econometric Theory, (February 2005), 21(1): 116-142 (See CFDP 1470) |
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CFP 1157 |
Offer Lieberman, Peter C. B. Phillips, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," Econometrics Journal, (November 2005), 8(3): 367-379 (See CFDP 1474) |
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CFP 1156 |
Katsumi Shimotsu, Peter C. B. Phillips, "Exact Local Whittle Estimation of Fractional Integration," Annals of Statistics, (January 2005), 33(4): 1890-1933 (See CFDP 1367) |
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CFP 1152 |
Peter C. B. Phillips, Jun Yu, "Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics," Statistical Science, (January 2005), 20(4): 338-343 |
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CFP 1151 |
Peter C. B. Phillips, "Challenges of Trending Time Series Econometrics," Mathematics and Computers in Simulation, (May 2005), 68(5-6): 401-416 (See CFDP 1472) |
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CFP 1149 |
Peter C. B. Phillips, "Automated Discovery in Econometrics," Econometric Theory, (February 2005), 21(1): 3-20 (See CFDP 1469) |
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CFP 1143 |
Andrew Jeffrey, Dennis Kristensen, Oliver B. Linton, Thong Nguyen, Peter C. B. Phillips, "Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach," Journal of Financial Econometrics, (March 2004), 2(2): 251-289 (See CFDP 1311) |
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