Peter C. B. Phillips : Citation Profile


Are you Peter C. B. Phillips?

Yale University (25% share)
University of Auckland (25% share)
University of Southampton (25% share)
Singapore Management University (25% share)

51

H index

149

i10 index

17165

Citations

RESEARCH PRODUCTION:

334

Articles

390

Papers

2

Chapters

RESEARCH ACTIVITY:

   51 years (1968 - 2019). See details.
   Cites by year: 336
   Journals where Peter C. B. Phillips has often published
   Relations with other researchers
   Recent citing documents: 895.    Total self citations: 312 (1.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pph8
   Updated: 2019-10-15    RAS profile: 2019-07-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Yu, Jun (12)

Cho, Jin Seo (11)

Shi, Shuping (9)

GAO, Jiti (7)

Su, Liangjun (7)

Hurn, Stan (5)

Sul, Donggyu (4)

Wang, Qiying (4)

Han, Chirok (4)

Tao, Yubo (3)

Li, Degui (3)

Lee, Ji Hyung (3)

Greenaway-McGrevy, Ryan (3)

Gao, Wayne (2)

Jin, Sainan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter C. B. Phillips.

Is cited by:

GUPTA, RANGAN (167)

Gil-Alana, Luis (161)

GAO, Jiti (150)

Shahbaz, Muhammad (140)

Taylor, Robert (135)

Yu, Jun (127)

Pesaran, M (120)

Westerlund, Joakim (114)

Balcilar, Mehmet (111)

Caporale, Guglielmo Maria (92)

Perron, Pierre (85)

Cites to:

Park, Joon (125)

Yu, Jun (67)

Campbell, John (49)

Ploberger, Werner (48)

Andrews, Donald (46)

Stock, James (44)

Hansen, Bruce (39)

Ait-Sahalia, Yacine (39)

Sims, Christopher (37)

Perron, Pierre (36)

Shiller, Robert (35)

Main data


Where Peter C. B. Phillips has published?


Journals with more than one article published# docs
Econometric Theory124
Journal of Econometrics65
Econometrica38
Econometric Reviews9
Econometrics Journal8
Economics Letters7
Journal of Time Series Analysis7
Journal of Applied Econometrics6
Oxford Bulletin of Economics and Statistics5
Review of Economic Studies5
Econometrics Journal5
International Economic Review5
Journal of Business & Economic Statistics4
Journal of Business & Economic Statistics4
New Zealand Economic Papers4
Journal of Multivariate Analysis4
Journal of Applied Econometrics3
Journal of Economic Surveys3
Empirical Economics3
Journal of Financial Econometrics2
International Economic Review2
Review of Financial Studies2
Journal of Empirical Finance2
Econometrica2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University293
Working Papers / Singapore Management University, School of Economics17
Working Papers / Department of Economics, The University of Auckland10
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics7
Yale School of Management Working Papers / Yale School of Management6
Working papers / Yonsei University, Yonsei Economics Research Institute5
Finance Working Papers / East Asian Bureau of Economic Research4
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego3
University of California at Santa Barbara, Economics Working Paper Series / Department of Economics, UC Santa Barbara3
University of Cyprus Working Papers in Economics / University of Cyprus Department of Economics3
Working Papers / Hong Kong Institute for Monetary Research2
NCER Working Paper Series / National Centre for Econometric Research2
Econometric Society 2004 North American Winter Meetings / Econometric Society2
Economics and Statistics Working Papers / Singapore Management University, School of Economics2
Discussion Paper Series / Institute of Economic Research, Korea University2
Development Economics Working Papers / East Asian Bureau of Economic Research2

Recent works citing Peter C. B. Phillips (2019 and 2018)


YearTitle of citing document
2018The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-02.

Full description at Econpapers || Download paper

2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

Full description at Econpapers || Download paper

2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

Full description at Econpapers || Download paper

2018The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016. (2018). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: CREATES Research Papers. RePEc:aah:create:2018-15.

Full description at Econpapers || Download paper

2018Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun. In: CREATES Research Papers. RePEc:aah:create:2018-20.

Full description at Econpapers || Download paper

2018Threshold regression with endogeneity for short panels. (2018). Würtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: CREATES Research Papers. RePEc:aah:create:2018-27.

Full description at Econpapers || Download paper

2018Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD. (2018). Xie, Shangyu ; Gao, Jiti ; Casas, Isabel. In: CREATES Research Papers. RePEc:aah:create:2018-29.

Full description at Econpapers || Download paper

2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Asongu, Simplice ; Biekpe, Nicholas ; Folarin, Oludele E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/052.

Full description at Econpapers || Download paper

2019Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/014.

Full description at Econpapers || Download paper

2018London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01.

Full description at Econpapers || Download paper

2018Threshold regression with endogeneity for short panels. (2018). Würtz, Allan ; Gorgens, Tue ; Wurtz, Allan H. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2018-665.

Full description at Econpapers || Download paper

2018Asian Spot Prices for LNG and other Energy Commodities. (2018). Hartley, Peter ; Lan, Yihui ; Alim, Abdullahi . In: The Energy Journal. RePEc:aen:journl:ej39-1-hartley.

Full description at Econpapers || Download paper

2018Patents in the Long Run: Theory, History and Statistics. (2018). DIEBOLT, Claude ; Pellier, Karine . In: Working Papers. RePEc:afc:wpaper:03-18.

Full description at Econpapers || Download paper

2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19.

Full description at Econpapers || Download paper

2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:07-19.

Full description at Econpapers || Download paper

2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: AFEA Working Papers. RePEc:afe:wpaper:18/043.

Full description at Econpapers || Download paper

2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/052.

Full description at Econpapers || Download paper

2019Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/014.

Full description at Econpapers || Download paper

2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/040.

Full description at Econpapers || Download paper

2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Su, Chi-Wei ; Chang, Hsu-Ling ; Gao, Xue. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

Full description at Econpapers || Download paper

2018Identifying the price determinants of animal products in the presence of structural breaks. (2018). MacLachlan, Matthew J ; Boussios, David. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273974.

Full description at Econpapers || Download paper

2018The Relationship between Biomaterial and Agricultural Commodity Markets. (2018). Marsh, Thomas ; Chen, Kuan-Ju. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274111.

Full description at Econpapers || Download paper

2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

Full description at Econpapers || Download paper

2018Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092.

Full description at Econpapers || Download paper

2018Structural convergence between the dairy sectors of the EU-27 Member States since the Eastern Enlargement. (2018). de Jong, Winand ; Jongeneel, Roel ; Ihle, Rico. In: 162nd Seminar, April 26-27, 2018, Budapest, Hungary. RePEc:ags:eaa162:271959.

Full description at Econpapers || Download paper

2018FOOD PRICE SENSITIVITY TO CHANGES IN PETROLEUM PRICE AND EXCHANGE RATE IN GHANA: A COINTEGRATION ANALYSIS. (2018). Ebenezer, Appiah Collins ; Mensa-Bonsu, Akwasi ; Baptist, John. In: 2018 Conference (2nd), August 8-11, Kumasi, Ghana. RePEc:ags:ghaaae:277791.

Full description at Econpapers || Download paper

2018European Market for Mercosur Agricultural Exports: An econometric study of commodity trade flows. (2018). Niemi, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275934.

Full description at Econpapers || Download paper

2018Analysis of Price Transmission along the Cambodian Rice Value Chain. (2018). Bairagi, S ; Mohanty, S. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277022.

Full description at Econpapers || Download paper

2018Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Bentivoglio, D ; Finco, A ; Bucci, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129.

Full description at Econpapers || Download paper

2018Impact of the Russian agricultural import ban on the Serbian pork exports and domestic price development along the pork value chain. (2018). Duric, I ; Zaric, V ; Glauben, T. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277201.

Full description at Econpapers || Download paper

2018The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, Atanu. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210.

Full description at Econpapers || Download paper

2018Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets. (2018). Saghaian, Sayed ; Chen, BO ; Walters, Cory ; Nemati, Mehdi . In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:267609.

Full description at Econpapers || Download paper

2019Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). Rebei, Nooman ; Sbia, Rashid. In: AMSE Working Papers. RePEc:aim:wpaimx:1918.

Full description at Econpapers || Download paper

2019Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index. (2019). Mendy, Pierre ; Diallo, Oumou Kalsoum. In: World Journal of Applied Economics. RePEc:ana:journl:v:5:y:2019:i:1:p:1-23.

Full description at Econpapers || Download paper

2018BRICS EXPORT PERFORMANCE: AN ARDL BOUNDS TESTING EMPIRICAL INVESTIGATION. (2018). Vieira, Flavio Vilela ; da Silva, Cleomar Gomes. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:101.

Full description at Econpapers || Download paper

2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

Full description at Econpapers || Download paper

2018The Impact of the Logistic Sector on Competitiveness in the Presence of Structural Breaks: A Study on Turkey. (2018). Keser, Hilal Yldrr ; Eryiit, Kadir Y. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:246-256.

Full description at Econpapers || Download paper

2019The Determinants of Foreign Direct Investments in Real Estate: Turkey Case. (2019). At, Mustafa. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:789-795.

Full description at Econpapers || Download paper

2018Individual and Time Effects in Nonlinear Panel Models with Large N, T. (2018). Weidner, Martin ; Fernandez-Val, Ivan. In: Papers. RePEc:arx:papers:1311.7065.

Full description at Econpapers || Download paper

2019Nonlinear Factor Models for Network and Panel Data. (2018). Weidner, Martin ; Fernandez-Val, Ivan ; Chen, Mingli. In: Papers. RePEc:arx:papers:1412.5647.

Full description at Econpapers || Download paper

2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

Full description at Econpapers || Download paper

2019A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1710.00643.

Full description at Econpapers || Download paper

2018Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332.

Full description at Econpapers || Download paper

2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

Full description at Econpapers || Download paper

2018A Second Order Cumulant Spectrum Based Test for Strict Stationarity. (2018). Patterson, Douglas ; Roberts, Denisa ; Hinich, Melvin. In: Papers. RePEc:arx:papers:1801.06727.

Full description at Econpapers || Download paper

2019Kernel Estimation for Panel Data with Heterogeneous Dynamics. (2019). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1802.08825.

Full description at Econpapers || Download paper

2018An Economic Bubble Model and Its First Passage Time. (2018). Dassios, Angelos ; Li, Luting. In: Papers. RePEc:arx:papers:1803.08160.

Full description at Econpapers || Download paper

2019Panel Data Analysis with Heterogeneous Dynamics. (2019). Okui, Ryo ; Yanagi, Takahide. In: Papers. RePEc:arx:papers:1803.09452.

Full description at Econpapers || Download paper

2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

Full description at Econpapers || Download paper

2018Statistical inference for autoregressive models under heteroscedasticity of unknown form. (2018). Zhu, Ke. In: Papers. RePEc:arx:papers:1804.02348.

Full description at Econpapers || Download paper

2018Bitcoin price and its marginal cost of production: support for a fundamental value. (2018). Hayes, Adam. In: Papers. RePEc:arx:papers:1805.07610.

Full description at Econpapers || Download paper

2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

Full description at Econpapers || Download paper

2018Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models. (2018). Cs, Bal'Azs Csan'Ad. In: Papers. RePEc:arx:papers:1807.08390.

Full description at Econpapers || Download paper

2018A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1808.09125.

Full description at Econpapers || Download paper

2018Non-Asymptotic Inference in Instrumental Variables Estimation. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.03600.

Full description at Econpapers || Download paper

2018On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

Full description at Econpapers || Download paper

2018A Residual Bootstrap for Conditional Expected Shortfall. (2018). Telg, Sean ; Heinemann, Alexander. In: Papers. RePEc:arx:papers:1811.11557.

Full description at Econpapers || Download paper

2019Improved Inference on the Rank of a Matrix. (2018). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1812.02337.

Full description at Econpapers || Download paper

2018A supreme test for periodic explosive GARCH. (2018). Richter, Stefan ; Wu, Wei Biao ; Wang, Weining. In: Papers. RePEc:arx:papers:1812.03475.

Full description at Econpapers || Download paper

2019Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

Full description at Econpapers || Download paper

2018Robust Tests for Convergence Clubs. (2018). Stengos, Thanasis ; Corrado, Luisa ; Yazgan, Ege M ; Weeks, Melvyn . In: Papers. RePEc:arx:papers:1812.09518.

Full description at Econpapers || Download paper

2019Inference on Functionals under First Order Degeneracy. (2019). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1901.04861.

Full description at Econpapers || Download paper

2019Robust Nearly-Efficient Estimation of Large Panels with Factor Structures. (2019). Zaffaroni, Paolo ; Avarucci, Marco . In: Papers. RePEc:arx:papers:1902.11181.

Full description at Econpapers || Download paper

2019The Africa-Dummy: Gone with the Millennium?. (2019). Sperlich, Stefan ; Kohler, Max . In: Papers. RePEc:arx:papers:1903.02357.

Full description at Econpapers || Download paper

2019A Varying Coefficient Model for Assessing the Returns to Growth to Account for Poverty and Inequality. (2019). Yoon, Jisu ; Sperlich, Stefan ; Kohler, Max . In: Papers. RePEc:arx:papers:1903.02390.

Full description at Econpapers || Download paper

2019The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Papers. RePEc:arx:papers:1903.08076.

Full description at Econpapers || Download paper

2019Binary Choice Models with High-Dimensional Individual and Time Fixed Effects. (2019). Stammann, Amrei ; Czarnowske, Daniel. In: Papers. RePEc:arx:papers:1904.04217.

Full description at Econpapers || Download paper

2019Allowance prices in the EU ETS -- fundamental price drivers and the recent upward trend. (2019). Pahle, Michael ; Friedrich, Marina . In: Papers. RePEc:arx:papers:1906.10572.

Full description at Econpapers || Download paper

2019Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Silva, Christian A ; Ferreira, Fernando F. In: Papers. RePEc:arx:papers:1907.00212.

Full description at Econpapers || Download paper

2019Adaptive inference for a semiparametric GARCH model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

Full description at Econpapers || Download paper

2019Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

Full description at Econpapers || Download paper

2019On rank estimators in increasing dimensions. (2019). Zhou, Xiao-Hua ; Li, Wei ; Han, Fang ; Fan, Yanqin. In: Papers. RePEc:arx:papers:1908.05255.

Full description at Econpapers || Download paper

2019A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

Full description at Econpapers || Download paper

2019Modeling the Dynamics of Inflation in India. (2019). Parameswaran, M ; Balakrishnan, Pulapre. In: Working Papers. RePEc:ash:wpaper:1023.

Full description at Econpapers || Download paper

2019Impact of Economic Planning on Sustainable Development in Nigeria. (2019). Ewubare, Dennis Brown. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:12-22.

Full description at Econpapers || Download paper

2019Drivers of Stock Market Returns in Sub-Saharan Africa: Evidence from Selected Countries. (2019). Adenutsi, Deodat Emilson ; Amoah, Anthony ; Tetteh, Joseph Emmanuel. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:191-208.

Full description at Econpapers || Download paper

2018Co-Movement between Macroeconomic Variables and Capital Flight. (2018). Hunjra, Ahmed Imran ; Bakari, Haroon ; Mehmood, Hasnain. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1185-1195.

Full description at Econpapers || Download paper

2018Efficacy of Monetary Policy Instruments on Economic Growth: Evidence from Nigeria. (2018). Tule, Moses K ; Apinran, Martins O ; Ogundele, Oloruntoba S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1239-1256.

Full description at Econpapers || Download paper

2019Air Passengers Vertex Curve Theorem - Evidence from ASEAN Countries. (2019). Abdul, Mohd Azlan ; Selamat, Sarah Mardhiah ; Azurah, Nor ; Amer, Afizan ; Pardi, Faridah. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:329-338.

Full description at Econpapers || Download paper

2018The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461.

Full description at Econpapers || Download paper

2018Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model. (2018). Kyriakopoulou, Dimitra ; Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:1802.

Full description at Econpapers || Download paper

2018Evaluating the Impact of Mothers Self-esteem on Early Childhood Home Environment: Evidence from NLSY. (2018). Greenaway-McGrevy, Ryan ; Dasgupta, Kabir ; Sorensen, Kade ; Pacheco, Gail. In: Working Papers. RePEc:aut:wpaper:201803.

Full description at Econpapers || Download paper

2019Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination. (2019). Abual-Foul, Bassam M ; Baghestani, Hamid. In: Review of Economics & Finance. RePEc:bap:journl:190207.

Full description at Econpapers || Download paper

2018Fundamental Drivers of Existing Home Sales in Canada. (2018). Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:18-16.

Full description at Econpapers || Download paper

2018Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira. In: BCL working papers. RePEc:bcl:bclwop:bclwp117.

Full description at Econpapers || Download paper

2018The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102.

Full description at Econpapers || Download paper

2018Okun´s law in Colombia: a non-linear cointegration. (2018). Ramos-Veloza, Mario ; Florez, Luz ; Pulido-Mahecha, Karen L. In: Borradores de Economia. RePEc:bdr:borrec:1039.

Full description at Econpapers || Download paper

2018Poverty Traps and Economic Growth: Evidence from Pakistan. (2018). Khan, Farzana Naheed ; Majeed, Tariq M. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:4:p:121-142.

Full description at Econpapers || Download paper

2018Corporate social responsibility and dividend policy. (2018). Cheung, Adrian ; Schwiebert, Jorg ; Hu, May. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:787-816.

Full description at Econpapers || Download paper

2018Quantifying Impacts of Macroeconomic and Non†economic Factors on Public Health Expenditure: A Structural Time Series Model. (2018). Dauda, Risikat ; Tajudeen, Ibrahim A. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:2:p:200-218.

Full description at Econpapers || Download paper

2018Industry†specific Exchange Rate Fluctuations, Japanese Exports and Financial Constraints: Evidence from Panel Vector Autoregressive Analysis. (2018). Zhang, Shajuan . In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:2:p:125-145.

Full description at Econpapers || Download paper

2018After Papua New Guineas Resource Boom: Is the Kina Overvalued?. (2018). Fox, Rohan ; Schrder, Marcel. In: Asia and the Pacific Policy Studies. RePEc:bla:asiaps:v:5:y:2018:i:1:p:65-76.

Full description at Econpapers || Download paper

2018Fundamentals and Oil Price Behaviour: New Evidence from Co†integration Tests with Structural Breaks and Granger Causality Tests. (2018). Yousef, Nourah Ala. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:1:p:1-18.

Full description at Econpapers || Download paper

2018Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

Full description at Econpapers || Download paper

2018PERSISTENCE IN CONVERGENCE AND CLUB FORMATION. (2018). Stengos, Thanasis ; Zkan, Harun ; Yazgan, Ege M. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:2:p:119-138.

Full description at Econpapers || Download paper

2018INEQUALITY AND GROWTH IN THE UNITED STATES: WHY PHYSICAL AND HUMAN CAPITAL MATTER. (2018). Karagiannis, Stelios ; Benos, Nikos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:572-619.

Full description at Econpapers || Download paper

2018DOES THE LAUNCH OF THE EURO HINDER THE CURRENT ACCOUNT ADJUSTMENT OF THE EUROZONE?. (2018). Wu, Jowei. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:1116-1135.

Full description at Econpapers || Download paper

2018MEASUREMENT ERROR IN MACROECONOMIC DATA AND ECONOMICS RESEARCH: DATA REVISIONS, GROSS DOMESTIC PRODUCT, AND GROSS DOMESTIC INCOME. (2018). Li, Phillip ; Chang, Andrew C. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1846-1869.

Full description at Econpapers || Download paper

2019Bitcoin: The Road to Hell Is Paved With Good Promises. (2019). Alexiou, Constantinos ; Vogiazas, Sofoklis. In: Economic Notes. RePEc:bla:ecnote:v:48:y:2019:i:1:n:12119.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Peter C. B. Phillips:


YearTitleTypeCited
2010Semiparametric Estimation in Simultaneous Equations of Time Series Models In: School of Economics Working Papers.
[Full Text][Citation analysis]
paper1
2017Edmond Malinvaud - an Economists Econometrician In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article0
2000THE BIOSAFETY PROTOCOL AND INTERNATIONAL TRADE IN GENETICALLY MODIFIED ORGANISMS In: CATRN Papers.
[Full Text][Citation analysis]
paper0
2019Boosting the Hodrick-Prescott Filter In: Papers.
[Full Text][Citation analysis]
paper0
1992Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets. In: Working papers.
[Citation analysis]
paper134
1994Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets.(1994) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 134
article
2003Prewhitening Bias in HAC Estimation In: Working Papers.
[Full Text][Citation analysis]
paper136
2005Prewhitening Bias in HAC Estimation.(2005) In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136
article
2003Prewhitening Bias in HAC Estimation.(2003) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136
paper
2004Prewhitening Bias in HAC Estimation.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 136
paper
1999Discrete Fourier Transforms of Fractional Processes August In: Working Papers.
[Full Text][Citation analysis]
paper11
2000Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings of Economics Departments in New Zealand In: Working Papers.
[Full Text][Citation analysis]
paper0
2003Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence In: Working Papers.
[Full Text][Citation analysis]
paper92
2004Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence.(2004) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
paper
2007Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence.(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
article
2004Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
paper
2000Forecasting New Zealands Real GDP In: Working Papers.
[Full Text][Citation analysis]
paper3
2000Forecasting New Zealands Real GDP.(2000) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2000Forecasting New Zealands real GDP.(2000) In: New Zealand Economic Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2002Jacknifing Bond Option Prices In: Working Papers.
[Full Text][Citation analysis]
paper47
2003Jackknifing Bond Option Prices.(2003) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2004Jackknifing Bond Option Prices.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2005Jackknifing Bond Option Prices.(2005) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
article
2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence In: Working Papers.
[Full Text][Citation analysis]
paper25
2002Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence.(2002) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
1998New Unit Root Asymptotics in the Presence of Deterministic Trends In: Working Papers.
[Full Text][Citation analysis]
paper4
1998New Unit Root Asymptotics in the Presence of Deterministic Trends.(1998) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2002New unit root asymptotics in the presence of deterministic trends.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2003The Elusive Empirical Shadow of Growth Convergence In: Working Papers.
[Full Text][Citation analysis]
paper20
2003The Elusive Empirical Shadow of Growth Convergence.(2003) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2004The Elusive Empirical Shadow of Growth Convergence.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2015Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres In: Working Papers.
[Full Text][Citation analysis]
paper22
2015“Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres”.(2015) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2016Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres.(2016) In: New Zealand Economic Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2006Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2010Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article21
2005Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity.(2005) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2011Infinite Density at the Median and the Typical Shape of Stock Return Distributions In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article2
2009Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2009Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2009) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011Infinite Density at the Median and the Typical Shape of Stock Return Distributions.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2011Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article15
2011Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2005Phillips on Fishers Equation In: American Journal of Economics and Sociology.
[Full Text][Citation analysis]
article0
2016Expert and Lay Public Risk Preferences Regarding Plants with Novel Traits In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
[Full Text][Citation analysis]
article0
1988Reflections on Econometric Methodology. In: The Economic Record.
[Citation analysis]
article35
1988Reflections on Econometric Methodology.(1988) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
1998A Primer on Unit Root Testing In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article101
1998 A Primer on Unit Root Testing..(1998) In: Journal of Economic Surveys.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101
article
1998A Primer on Unit Root Testing.(1998) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101
paper
1994 Reflections on the Day. In: Journal of Economic Surveys.
[Citation analysis]
article0
2002Pooled Log Periodogram Regression In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article7
2000Pooled Log Periodogram Regression.(2000) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2004Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article2
2002Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra.(2002) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2006Uniform Limit Theory for Stationary Autoregression In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article30
2004Uniform Limit Theory for Stationary Autoregression.(2004) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
Uniform limit theory for stationary autoregression.() In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 30
paper
2006Inference in Autoregression under Heteroskedasticity In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article23
2014NORMING RATES AND LIMIT THEORY FOR SOME TIME-VARYING COEFFICIENT AUTOREGRESSIONS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article5
2013Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions.(2013) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2018Boundary Limit Theory for Functional Local to Unity Regression In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article1
2017Boundary Limit Theory for Functional Local to Unity Regression.(2017) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Change Detection and the Causal Impact of the Yield Curve In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article4
2016Change Detection and the Causal Impact of the Yield Curve.(2016) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2015Change Detection and the Casual Impact of the Yield Curve.(2015) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1992LM Tests for a Unit Root in the Presence of Deterministic Trends. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article314
1999 Maximum Likelihood Estimation in Panels with Incidental Trends. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article18
1999Maximum Likelihood Estimation in Panels with Incidental Trends.(1999) In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
1999Maximum Likelihood Estimation in Panels with Incidental Trends.(1999) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2003An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article1
2014Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article41
2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2011Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2017Labeling Demands, Coexistence and the Challenges for Trade In: Journal of Agricultural & Food Industrial Organization.
[Full Text][Citation analysis]
article0
1999Estimation of Autoregressive Roots near Unity using Panel Data In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]
paper29
2000ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA.(2000) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
1999Estimation of Autoregressive Roots Near Unity Using Panel Data.(1999) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
1999How to Estimate Autoregressive Roots Near Unity In: University of California at Santa Barbara, Economics Working Paper Series.
[Full Text][Citation analysis]
paper18
2001HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY.(2001) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
1998How to Estimate Autoregressive Roots Near Unity.(1998) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2005Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper1
2004Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper9
2003Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2003) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2004Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2004) In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2004Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2004Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper27
2006SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION.(2006) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
1985A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family. In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article1
2007Information Loss in Volatility Measurement with Flat Price Trading In: Levine's Bibliography.
[Full Text][Citation analysis]
paper3
2007Information Loss in Volatility Measurement with Flat Price Trading.(2007) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2009Information Loss in Volatility Measurement with Flat Price Trading.(2009) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2013Nonparametric Predictive Regression In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper9
2012Nonparametric Predictive Regression.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2015Nonparametric predictive regression.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2012Nonparametric Predictive Regression.(2012) In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
1994Fully Modified Least Squares in I(2) Regression In: Econometric Theory.
[Full Text][Citation analysis]
article1
1994Spurious Regression and Generalized Least Squares In: Econometric Theory.
[Full Text][Citation analysis]
article7
1994Bayes Methods and Unit Roots In: Econometric Theory.
[Full Text][Citation analysis]
article1
1994Posterior Odds Testing for a Unit Root with Data-Based Model Selection In: Econometric Theory.
[Full Text][Citation analysis]
article38
1992Posterior Odds Testing for a Unit Root with Data-Based Model Selection.(1992) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
1994Unit Root Testing with Intermittent Data In: Econometric Theory.
[Full Text][Citation analysis]
article0
1994Spurious Regression in Forecast-Encompassing Tests In: Econometric Theory.
[Full Text][Citation analysis]
article0
1995Spurious Regression in Forecast-Encompassing Tests.(1995) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1994Some Exponential Martingales In: Econometric Theory.
[Full Text][Citation analysis]
article0
1995Reduced Rank Regression Asymptotics in Multivariate Regression – Solution In: Econometric Theory.
[Full Text][Citation analysis]
article0
1995Nonlinear Testing and Forecasting Asymptotics with Potential Rank Failure In: Econometric Theory.
[Full Text][Citation analysis]
article0
1993Nonlinear Testing and Forecasting Asympotics with Potential Rank Failure.(1993) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1995Time Series Regression with Mixtures of Integrated Processes In: Econometric Theory.
[Full Text][Citation analysis]
article6
1995Efficient IV Estimation in Nonstationary Regression In: Econometric Theory.
[Full Text][Citation analysis]
article8
1995Trending Multiple Time Series: Editors Introduction In: Econometric Theory.
[Full Text][Citation analysis]
article0
1995Robust Nonstationary Regression In: Econometric Theory.
[Full Text][Citation analysis]
article22
1993Robust Nonstationary Regression.(1993) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
1997The Econometric Theory Awards In: Econometric Theory.
[Full Text][Citation analysis]
article0
1997The A.R. Bergstrom Prize in Econometrics, 1996 In: Econometric Theory.
[Full Text][Citation analysis]
article0
1997New Heraldry for ET In: Econometric Theory.
[Full Text][Citation analysis]
article0
1998EDITORS TRIBUTE In: Econometric Theory.
[Full Text][Citation analysis]
article0
1998THE TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE: 1994 1996 In: Econometric Theory.
[Full Text][Citation analysis]
article0
1999ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]
article120
1998Asymptotics for Nonlinear Transformations of Integrated Time Series.(1998) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
paper
1999EFFICIENT DETRENDING IN COINTEGRATING REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]
article13
1999OBITUARY In: Econometric Theory.
[Full Text][Citation analysis]
article0
2009OBITUARY.(2009) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2000MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP (NZESG) In: Econometric Theory.
[Full Text][Citation analysis]
article0
2001ECONOMETRIC SOCIETY INTENSIVE WORKSHOP FOR YOUNG SCHOLARS In: Econometric Theory.
[Full Text][Citation analysis]
article0
2002The 2002 Econometric Theory Awards In: Econometric Theory.
[Full Text][Citation analysis]
article0
2003IN MEMORY OF JOHN DENIS SARGAN In: Econometric Theory.
[Full Text][Citation analysis]
article0
2003VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN In: Econometric Theory.
[Full Text][Citation analysis]
article2
2003Vision and Influence in Econometrics: John Denis Sargan.(2003) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
200302.3.1. Regression with an Evaporating Logarithmic Trend Solution In: Econometric Theory.
[Full Text][Citation analysis]
article1
2003THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2003 In: Econometric Theory.
[Full Text][Citation analysis]
article0
2003THE 2000 2002 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE In: Econometric Theory.
[Full Text][Citation analysis]
article0
1985Editorial In: Econometric Theory.
[Full Text][Citation analysis]
article0
1985Professor J. D. Sargan In: Econometric Theory.
[Full Text][Citation analysis]
article6
1985Editorial Note In: Econometric Theory.
[Full Text][Citation analysis]
article0
2004EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER In: Econometric Theory.
[Full Text][Citation analysis]
article6
2004The Econometric Theory Awards 2004 In: Econometric Theory.
[Full Text][Citation analysis]
article0
2004NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES In: Econometric Theory.
[Full Text][Citation analysis]
article0
2005AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A Colloquium for ETs 20th Anniversary In: Econometric Theory.
[Full Text][Citation analysis]
article1
2005HAC ESTIMATION BY AUTOMATED REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]
article33
2004HAC Estimation by Automated Regression.(2004) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2005AUTOMATED DISCOVERY IN ECONOMETRICS In: Econometric Theory.
[Full Text][Citation analysis]
article8
2004Automated Discovery in Econometrics.(2004) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2005The Econometric Theory Awards 2005 In: Econometric Theory.
[Full Text][Citation analysis]
article0
2006THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2005 In: Econometric Theory.
[Full Text][Citation analysis]
article0
2006The Econometric Theory Awards 2006 In: Econometric Theory.
[Full Text][Citation analysis]
article0
2006THE 2003 2005 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE In: Econometric Theory.
[Full Text][Citation analysis]
article0
2006A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION In: Econometric Theory.
[Full Text][Citation analysis]
article9
2005A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation.(2005) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2006ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER In: Econometric Theory.
[Full Text][Citation analysis]
article8
2007The Econometric Theory Awards 2007 In: Econometric Theory.
[Full Text][Citation analysis]
article0
2007REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS In: Econometric Theory.
[Full Text][Citation analysis]
article15
2007LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]
article8
2007Long Run Covariance Matrices for Fractionally Integrated Processes.(2007) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2008GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT In: Econometric Theory.
[Full Text][Citation analysis]
article6
2006Gaussian Inference in AR(1) Time Series with or without a Unit Root.(2006) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2008LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS In: Econometric Theory.
[Full Text][Citation analysis]
article8
2007Limit Theory for Explosively Cointegrated Systems.(2007) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2008REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS In: Econometric Theory.
[Full Text][Citation analysis]
article16
2004Regression Asymptotics Using Martingale Convergence Methods.(2004) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2008Regression asymptotics using martingale convergence methods..(2008) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2008THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2007 In: Econometric Theory.
[Full Text][Citation analysis]
article0
2009LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS In: Econometric Theory.
[Full Text][Citation analysis]
article13
2009ECONOMETRIC THEORY AND PRACTICE In: Econometric Theory.
[Full Text][Citation analysis]
article0
2009ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]
article42
2006Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression.(2006) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2009ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION In: Econometric Theory.
[Full Text][Citation analysis]
article0
2009EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY In: Econometric Theory.
[Full Text][Citation analysis]
article2
2007Exact Distribution Theory in Structural Estimation with an Identity.(2007) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2009LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]
article6
2008Local Limit Theory and Spurious Nonparametric Regression.(2008) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2009UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST In: Econometric Theory.
[Full Text][Citation analysis]
article18
2008Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past.(2008) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2010GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY In: Econometric Theory.
[Full Text][Citation analysis]
article60
2007GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity.(2007) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
paper
2010LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES In: Econometric Theory.
[Full Text][Citation analysis]
article2
2009LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2009LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities.(2009) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS In: Econometric Theory.
[Full Text][Citation analysis]
article16
2011UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION In: Econometric Theory.
[Full Text][Citation analysis]
article5
2010Uniform Asymptotic Normality in Stationary and Unit Root Autoregression.(2010) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2011POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS In: Econometric Theory.
[Full Text][Citation analysis]
article9
2010Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels.(2010) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2012THE ET INTERVIEW: A CONVERSATION WITH ERIC GHYSELS In: Econometric Theory.
[Full Text][Citation analysis]
article0
2012NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION In: Econometric Theory.
[Full Text][Citation analysis]
article7
2010Nonlinear Cointegrating Regression under Weak Identification.(2010) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2012THE 2009–2011 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE In: Econometric Theory.
[Full Text][Citation analysis]
article0
2013INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS In: Econometric Theory.
[Full Text][Citation analysis]
article2
2011Inconsistent VAR Regression with Common Explosive Roots.(2011) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
1986Proffessor T.W. Anderson In: Econometric Theory.
[Full Text][Citation analysis]
article1
1986An Integral Over a Matrix Space In: Econometric Theory.
[Full Text][Citation analysis]
article0
1986Distribution of F-Ratio In: Econometric Theory.
[Full Text][Citation analysis]
article0
2014SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION In: Econometric Theory.
[Full Text][Citation analysis]
article0
2014X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION In: Econometric Theory.
[Full Text][Citation analysis]
article12
2010X-Differencing and Dynamic Panel Model Estimation.(2010) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2014UNIT ROOTS IN LIFE—A GRADUATE STUDENT STORY In: Econometric Theory.
[Full Text][Citation analysis]
article0
2013Unit Roots in Life -- A Graduate Student Story.(2013) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015MEMORIAL TO EDMOND MALINVAUD In: Econometric Theory.
[Full Text][Citation analysis]
article1
2015AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article14
2012Automated Estimation of Vector Error Correction Models.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2016NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY In: Econometric Theory.
[Full Text][Citation analysis]
article4
2016UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]
article1
2013Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression.(2013) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression.(2013) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS In: Econometric Theory.
[Full Text][Citation analysis]
article3
2014Weak Convergence to Stochastic Integrals for Econometric Applications.(2014) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017TRIBUTE TO T.W. ANDERSON In: Econometric Theory.
[Full Text][Citation analysis]
article0
2016Tribute to T. W. Anderson.(2016) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Phoebus J. Dhrymes (1932–2016) In: Econometric Theory.
[Full Text][Citation analysis]
article0
2018DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY In: Econometric Theory.
[Full Text][Citation analysis]
article0
2018FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]
article2
2018TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE 2015–2017 In: Econometric Theory.
[Full Text][Citation analysis]
article0
2018IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article0
1987Asymptotic Expansions in Nonstationary Vector Autoregressions In: Econometric Theory.
[Full Text][Citation analysis]
article8
1985Asymptotic Expansions in Nonstationary Vector Autoregressions.(1985) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
1987Editorial In: Econometric Theory.
[Full Text][Citation analysis]
article0
1987The Distribution of LIML in the Leading Case – Solution In: Econometric Theory.
[Full Text][Citation analysis]
article0
1988Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 In: Econometric Theory.
[Full Text][Citation analysis]
article7
1988The ET Interview: Professor James Durbin In: Econometric Theory.
[Full Text][Citation analysis]
article4
1988Asymptotic Properties of OLS and GLS In: Econometric Theory.
[Full Text][Citation analysis]
article0
1988Structural Estimation Under Partial Identification In: Econometric Theory.
[Full Text][Citation analysis]
article0
1989Structural Estimation under Partial Identification.(1989) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1988The Et Interview: Professor Albert Rex Bergstrom In: Econometric Theory.
[Full Text][Citation analysis]
article0
1988Statistical Inference in Regressions with Integrated Processes: Part 1 In: Econometric Theory.
[Full Text][Citation analysis]
article141
1987Statistical Inference in Regressions with Integrated Processes: Part 1.(1987) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 141
paper
1988Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations In: Econometric Theory.
[Full Text][Citation analysis]
article23
1987Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations.(1987) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
1989Statistical Inference in Regressions with Integrated Processes: Part 2 In: Econometric Theory.
[Full Text][Citation analysis]
article127
1987Statistical Inference in Regressions with Integrated Processes: Part 2.(1987) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127
paper
1989Partially Identified Econometric Models In: Econometric Theory.
[Full Text][Citation analysis]
article96
1988Partially Identified Econometric Models.(1988) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
paper
1989Estimation and Testing in Linear Models with Singular Covariance Matrices In: Econometric Theory.
[Full Text][Citation analysis]
article0
1991Estimation and Testing in Linear Models with Singular Covariance Matrices.(1991) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1989The Limit Distribution of the Generalized Inverse of a Singular Covariance Matrix Estimate In: Econometric Theory.
[Full Text][Citation analysis]
article0
1990Time Series Regression With a Unit Root and Infinite-Variance Errors In: Econometric Theory.
[Full Text][Citation analysis]
article26
1989Time Series Regression with a Unit Root and Infinite Variance Errors.(1989) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
1990Optimal Structural Estimation of Triangular Systems: I. The Stationary Case In: Econometric Theory.
[Full Text][Citation analysis]
article1
1990Joint Estimation of Equilibrium Coefficients and Short-Run Dynamics In: Econometric Theory.
[Full Text][Citation analysis]
article0
1990The Tjalling C. Koopmans Econometric Theory Prize In: Econometric Theory.
[Full Text][Citation analysis]
article0
1990Optimal Structural Estimation of Triangular Systems: II. The Non-stationary Case In: Econometric Theory.
[Full Text][Citation analysis]
article1
1991Optimal Structural Estimation of Triangular Systems: II. The Nonstationary Case.(1991) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
1990Testing Causality in an Autoregression with Cointegrated Regressors In: Econometric Theory.
[Full Text][Citation analysis]
article0
1990The Geometry of the Equivalence of OLS and GLS in the Linear Model In: Econometric Theory.
[Full Text][Citation analysis]
article0
1991A Shortcut to LAD Estimator Asymptotics In: Econometric Theory.
[Full Text][Citation analysis]
article26
1990A Shortcut to LAD Estimator Asymptotics.(1990) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
1991Testing for Stationarity in the Components Representation of a Time Series In: Econometric Theory.
[Full Text][Citation analysis]
article4
1992Testing for Stationarity in the Components Representation of a Time Series.(1992) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
1992Geometry of the Equivalence of OLS and GLS in the Linear Model In: Econometric Theory.
[Full Text][Citation analysis]
article2
1992Simultaneous Equations Bias in Level VAR Estimation In: Econometric Theory.
[Full Text][Citation analysis]
article0
1993Simultaneous Equations Bias in Level VAR Estimation.(1993) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1992Partitioned Regression with Rank-Deficient Regressions In: Econometric Theory.
[Full Text][Citation analysis]
article0
1992Generalized Inverses of Partitioned Matrices In: Econometric Theory.
[Full Text][Citation analysis]
article0
1992Efficiency of Maximum Likelihood In: Econometric Theory.
[Full Text][Citation analysis]
article0
1993Efficiency of Maximum Likelihood.(1993) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1993Limit Theory in Cointegrated Vector Autoregressions In: Econometric Theory.
[Full Text][Citation analysis]
article4
1991The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
1991Vector Autoregression and Causality: A Theoretical Overview and Simulation Study In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper13
1991A Bayesian Analysis of Trend Determination in Economic Time Series In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
1991Unidentified Components in Reduced Rank Regression Estimation of ECMs In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
1992Bayesian Model Selection and Prediction with Empirical Applications In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper14
1995Bayesian model selection and prediction with empirical applications.(1995) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
1992Bayes Models and Forecasts of Australian Macroeconomic Time Series In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1992Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
1992Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1992Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper52
1994Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models..(1994) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
article
1992Hyper-Consistent Estimation of a Unit Root in Time Series Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
1993Fully Modified Least Squares and Vector Autoregression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper167
1995Fully Modified Least Squares and Vector Autoregression..(1995) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 167
article
1996Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984 In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper14
1997Forward exchange market unbiasedness: the case of the Australian dollar since 1984.(1997) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
1994Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper18
1996Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s..(1996) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
1994Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
1994Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper29
1997Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.(1997) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
1994Model Determination and Macroeconomic Activity In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
1995Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VARs In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper128
1998Impulse response and forecast error variance asymptotics in nonstationary VARs.(1998) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 128
article
1995Automated Forecasts of Asia-Pacific Economic Activity In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper7
1995Unit Root Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper9
1996Efficiency Gains from Quasi-Differencing Under Nonstationarity In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper10
1996Spurious Regression Unmasked In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
1996Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1997Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper48
1999Model selection in partially nonstationary vector autoregressive processes with reduced rank structure.(1999) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
article
1997An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper14
1998An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy.(1998) In: Econometrics Journal.
[Citation analysis]
This paper has another version. Agregated cites: 14
article
1997Regressions for Partially Identified, Cointegrated Simultaneous Equations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1997Band Spectral Regression with Trending Data In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper43
2002Band Spectral Regression with Trending Data.(2002) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
article
1997Band Spectral Regression with Trending Data..(1997) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 43
paper
1998Econometric Analysis of Fishers Equation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper19
1998Nonstationary Density Estimation and Kernel Autoregression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper22
1998Nonlinear Regressions with Integrated Time Series In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper142
2001Nonlinear Regressions with Integrated Time Series..(2001) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 142
article
1999Nonlinear Regressions with Integrated Time Series.(1999) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 142
paper
1998Higher Order Approximations for Wald Statistics in Cointegrating Regressions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1998Rissanens Theorem and Econometric Time Series In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
1998Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
2002Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
1999Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
2001Descriptive econometrics for non-stationary time series with empirical illustrations.(2001) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
1999Empirical Limits for Time Series Econometric Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper17
2003Empirical Limits for Time Series Econometric Models.(2003) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
1999Nonstationary Panel Data Analysis: An Overview of Some Recent Developments In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper148
2000Nonstationary panel data analysis: an overview of some recent developments.(2000) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 148
article
1999Linear Regression Limit Theory for Nonstationary Panel Data In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper575
1999Linear Regression Limit Theory for Nonstationary Panel Data.(1999) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 575
article
1999Nonstationary Binary Choice In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper41
2000Nonstationary Binary Choice.(2000) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 41
article
1999Nonstationary Binary Choice.(1999) In: Working Paper Series.
[Citation analysis]
This paper has another version. Agregated cites: 41
paper
1999Discrete Fourier Transforms of Fractional Processes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper33
1999Unit Root Log Periodogram Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper50
2007Unit root log periodogram regression.(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
article
1999Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper67
2001Nonlinear econometric models with cointegrated and deterministically trending regressors.(2001) In: Econometrics Journal.
[Citation analysis]
This paper has another version. Agregated cites: 67
article
2000Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper23
2001Trending time series and macroeconomic activity: Some present and future challenges.(2001) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2000Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
2003Local Whittle Estimation in Nonstationary and Unit Root Cases In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper29
2000GMM Estimation of Autoregressive Roots Near Unity with Panel Data In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper21
2003GMM Estimation of Autoregressive Roots Near Unity with Panel Data.(2003) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2004GMM Estimation of Autoregressive Roots Near Unity with Panel Data.(2004) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2000Structural Change in Tail Behavior and the Asian Financial Crisis In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2001Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2001Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper4
2001Regression with Slowly Varying Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
2001Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2001A CUSUM Test for Cointegration Using Regression Residuals In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper29
2002A CUSUM test for cointegration using regression residuals.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
2001Bootstrapping Spurious Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
2001Nonlinear Instrumental Variable Estimation of an Autoregression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper22
2004Nonlinear instrumental variable estimation of an autoregression.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2001Fully Nonparametric Estimation of Scalar Diffusion Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper79
2003Fully Nonparametric Estimation of Scalar Diffusion Models.(2003) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79
article
2002Efficient Regression in Time Series Partial Linear Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
2002Nonstationary Discrete Choice In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper27
2004Nonstationary discrete choice.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
2002Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2002Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper56
2003Nonlinear log-periodogram regression for perturbed fractional processes.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
article
2004Exact Local Whittle Estimation of Fractional Integration In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper27
2002Exact Local Whittle Estimation of Fractional Integration.(2002) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2002The KPSS Test with Seasonal Dummies In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
2002The KPSS test with seasonal dummies.(2002) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2003Fractional Brownian Motion as a Differentiable Generalized Gaussian Process In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2003Laws and Limits of Econometrics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper16
2003Laws and Limits of Econometrics.(2003) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2003Incidental Trends and the Power of Panel Unit Root Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper61
2007Incidental trends and the power of panel unit root tests.(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
article
2005Incidental Trends and the Power of Panel Unit Root Tests.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 61
paper
2004Incidental Trends and the Power of Panel Unit Root Tests.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
2003Long Run Variance Estimation Using Steep Origin Kernels without Truncation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2004Long Run Variance Estimation Using Steep Origin Kernels Without Truncation.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2004Limit Theory for Moderate Deviations from a Unit Root In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper112
2007Limit theory for moderate deviations from a unit root.(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 112
article
2004Challenges of Trending Time Series Econometrics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper21
2005Challenges of trending time series econometrics.(2005) In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2004Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2005Expansions for approximate maximum likelihood estimators of the fractional difference parameter.(2005) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2005Improved HAR Inference In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2005Economic Transition and Growth In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper119
2009Economic transition and growth.(2009) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 119
article
2005GMM with Many Moment Conditions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper56
2006GMM with Many Moment Conditions.(2006) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
article
2004GMM with Many Moment Conditions.(2004) In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
2005Nonstationary Discrete Choice: A Corrigendum and Addendum In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper10
2007Nonstationary discrete choice: A corrigendum and addendum.(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2005Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2005A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper21
2007A simple approach to the parametric estimation of potentially nonstationary diffusions.(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2005A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
2005A New Approach to Robust Inference in Cointegration In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
2006A new approach to robust inference in cointegration.(2006) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2006Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper80
2008Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing.(2008) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
article
2006Optimal Estimation of Cointegrated Systems with Irrelevant Instruments In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
2014Optimal estimation of cointegrated systems with irrelevant instruments.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2006Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2006Refined Inference on Long Memory in Realized Volatility In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper15
2008Refined Inference on Long Memory in Realized Volatility.(2008) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2006Indirect Inference for Dynamic Panel Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper38
2006Indirect Inference for Dynamic Panel Models.(2006) In: Development Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2010Indirect inference for dynamic panel models.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
2006Adaptive Estimation of Autoregressive Models with Time-Varying Variances In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper32
2006Adaptive Estimation of Autoregressive Models with Time-Varying Variances.(2006) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2008Adaptive estimation of autoregressive models with time-varying variances.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
article
2006A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
2008A complete asymptotic series for the autocovariance function of a long memory process.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2006Log Periodogram Regression: The Nonstationary Case In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper12
2007Transition Modeling and Econometric Convergence Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper241
2007Transition Modeling and Econometric Convergence Tests.(2007) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 241
article
2007Simulation-based Estimation of Contingent-claims Prices In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper14
2008Simulation-based Estimation of Contingent-claims Prices.(2008) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2009Simulation-Based Estimation of Contingent-Claims Prices.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2007Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2006Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance.(2006) In: Development Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Tilted Nonparametric Estimation of Volatility Functions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2008Unit Root Model Selection In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
2008Long Memory and Long Run Variation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2009Long memory and long run variation.(2009) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2008Structural Nonparametric Cointegrating Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper46
2009Structural Nonparametric Cointegrating Regression.(2009) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
article
2008Semiparametric Cointegrating Rank Selection In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper12
2009Semiparametric cointegrating rank selection.(2009) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2008Smoothing Local-to-Moderate Unit Root Theory In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper8
2010Smoothing local-to-moderate unit root theory.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2008Optimal Bandwidth Choice for Interval Estimation in GMM Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
2009Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2009Cointegrating Rank Selection in Models with Time-Varying Variance In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper7
2012Cointegrating rank selection in models with time-varying variance.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2009Bootstrapping I(1) Data In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2010Bootstrapping I(1) data.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2009Mean and Autocovariance Function Estimation Near the Boundary of Stationarity In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper4
2012Mean and autocovariance function estimation near the boundary of stationarity.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2009Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper251
2007Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251
paper
2011EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?.(2011) In: International Economic Review.
[Citation analysis]
This paper has another version. Agregated cites: 251
article
2009Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251
paper
2009Dynamic Misspecification in Nonparametric Cointegrating Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper7
2012Dynamic misspecification in nonparametric cointegrating regression.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2009Dynamic Misspecification in Nonparametric Cointegrating Regression.(2009) In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2009Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2009A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2010Optimal Estimation under Nonstandard Conditions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper8
2012Optimal estimation under nonstandard conditions.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2010Two New Zealand Pioneer Econometricians In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2010Two New Zealand pioneer econometricians.(2010) In: New Zealand Economic Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2010Semiparametric Estimation in Time Series of Simultaneous Equations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2010Dating the Timeline of Financial Bubbles during the Subprime Crisis In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper176
2009Dating the Timeline of Financial Bubbles During the Subprime Crisis.(2009) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176
paper
2011Dating the timeline of financial bubbles during the subprime crisis.(2011) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176
article
2009Dating the Timeline of Financial Bubbles During the Subprime Crisis.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176
paper
2010The Mysteries of Trend In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2011Bias in Estimating Multivariate and Univariate Diffusions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
2011Bias in estimating multivariate and univariate diffusions.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2011Specification Testing for Nonlinear Cointegrating Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2011First Difference MLE and Dynamic Panel Estimation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2011Folklore Theorems, Implicit Maps and New Unit Root Limit Theory In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2011Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper8
2012Testing for common trends in semi‐parametric panel data models with fixed effects.(2012) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2011Meritocracy Voting: Measuring the Unmeasurable In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2016Meritocracy Voting: Measuring the Unmeasurable.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2012Testing for Multiple Bubbles In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper36
2011Testing for Multiple Bubbles.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2012Testing for Multiple Bubbles.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2012Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper8
2015Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2011Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility.(2011) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2012VARs with Mixed Roots Near Unity In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2012Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
2012Non-linearity Induced Weak Instrumentation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2014Nonlinearity Induced Weak Instrumentation.(2014) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2012Non-linearity Induced Weak Instrumentation.(2012) In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012On Confidence Intervals for Autoregressive Roots and Predictive Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper15
2014On Confidence Intervals for Autoregressive Roots and Predictive Regression.(2014) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2013Estimating Smooth Structural Change in Cointegration Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
2017Estimating smooth structural change in cointegration models.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2013Estimating Smooth Structural Change in Cointegration Models.(2013) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2013Functional Coefficient Nonstationary Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2013Testing the Martingale Hypothesis In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2014Testing the Martingale Hypothesis.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2013Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper117
2013Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117
paper
2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500.(2015) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117
article
2013Testing for Multiple Bubbles: Limit Theory of Real Time Detectors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper45
2013Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45
paper
2015TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS.(2015) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45
article
2013Testing Linearity Using Power Transforms of Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
2015Testing linearity using power transforms of regressors.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015Testing Linearity Using Power Transforms of Regressors.(2015) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013Model Selection in the Presence of Incidental Parameters In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper7
2015Model selection in the presence of incidental parameters.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2013Model Selection in the Presence of Incidental Parameters.(2013) In: Center for Policy Research Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2014Dynamic Panel GMM with Near Unity In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2014True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2014A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2017A multivariate stochastic unit root model with an application to derivative pricing.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2014Identifying Latent Structures in Panel Data In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper12
2014Identifying Latent Structures in Panel Data.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2016Identifying Latent Structures in Panel Data.(2016) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2014Threshold Regression with Endogeneity In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper8
2018Threshold regression with endogeneity.(2018) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2014Financial Bubble Implosion In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper4
1968Restricted Likelihood Ratio Tests in Predictive Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2014A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2014A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1970Testing Equality of Covariance Matrices via Pythagorean Means In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2015Edmond Malinvaud: A Tribute to His Contributions in Econometrics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2015Edmond Malinvaud: a tribute to his contributions in econometrics.(2015) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015Pitfalls and Possibilities in Predictive Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2015Business Cycles, Trend Elimination, and the HP Filter In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper13
2015Testing Mean Stability of Heteroskedastic Time Series In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2015Testing Mean Stability of Heteroskedastic Time Series.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Testing Mean Stability of Heteroskedastic Time Series.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Minimum Distance Testing and Top Income Shares in Korea In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2015Inference in Near Singular Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2016Inference in Near-Singular Regression.(2016) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
chapter
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship.(2016) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2018Sequentially testing polynomial model hypotheses using power transforms of regressors.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2016IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2016Structural Inference from Reduced Forms with Many Instruments In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2017Structural inference from reduced forms with many instruments.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2016Homogeneity Pursuit in Panel Data Models: Theory and Applications In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper4
2018Homogeneity pursuit in panel data models: Theory and application.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2017Uniform Inference in Panel Autoregression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Weak s- Convergence: Theory and Applications In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2019Weak σ-convergence: Theory and applications.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2017John Denis Sargan at the London School of Economics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Econometric Measurement of Earths Transient Climate Sensitivity In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2017Econometric Measurement of Earths Transient Climate Sensitivity.(2017) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017Point Optimal Testing with Roots That Are Functionally Local to Unity In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2017Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Detecting Financial Collapse and Ballooning Sovereign Risk In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
2017Latent Variable Nonparametric Cointegrating Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Hybrid Stochastic Local Unit Roots In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2017Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2019Random coefficient continuous systems: Testing for extreme sample path behavior.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2017Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour.(2017) In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Dynamic Panel Modeling of Climate Change In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
2018Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Real Time Monitoring of Asset Markets: Bubbles and Crises In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2018HAR Testing for Spurious Regression in Trend In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1978A Note on the Saddlepoint Approximation in the First Order Non-Circular Autoregression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1980A Model of Output, Employment, Capital Formation and Inflation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
1980On a Lemma of Amemiya In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1980The Characteristic Function of the F Distribution In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1980Best Uniform Approximation to Probability Densities in Econometrics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1980Characteristic Functions and the Tail Behavior of Probability Distributions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1980On the Behavior of Inconsistent Instrumental Variable Estimators In: Cowles Foundation Discussion Papers.
[Citation analysis]
paper22
1982On the behavior of inconsistent instrumental variable estimators.(1982) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
1980On the Consistency of Non-Linear FIML In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
1982On the Consistency of Nonlinear FIML..(1982) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
1981A New Approach to Small Sample Theory In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1981Marginal Densities of Instrumental Variable Estimators in the General Single Equation Case In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1982Small Sample Distribution Theory in Econometric Models of Simultaneous Equations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
1982Exact Small Sample Theory in the Simultaneous Equations Model In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper22
1983Exact small sample theory in the simultaneous equations model.(1983) In: Handbook of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
chapter
1982On the Exact Distribution of LIML (revised and extended, see CFDP 658) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1982The Distribution of Matrix Quotients In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
1985The distribution of matrix quotients.(1985) In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
1982Failure of the Alternation Theorem in Rational Approximations Over C_0(-infinity,infinity) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1982ERAs: A New Approach to Small Sample Theory In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper9
1983ERAs: A New Approach to Small Sample Theory..(1983) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
1982The Exact Distribution of LIML: I In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper14
1983The Exact Distribution of LIML: II.(1983) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
1984The Exact Distribution of LIML: I..(1984) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
1985The Exact Distribution of LIML: II..(1985) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
1983On University Education in Econometrics: Remarks on an Article by Eric R. Sowey In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1983The Exact Distribution of Zellners SUR In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1983The Exact Distribution of Exogenous Variable Coefficient Estimators In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
1984The exact distribution of exogenous variable coefficient estimators.(1984) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
1983The Exact Distribution of the Stein-Rule Estimator In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
1984The exact distribution of the Stein-rule estimator.(1984) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
1983Finite Sample Econometrics Using ERAs In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
1984Testing for Serial Correlation and Unit Roots Using a Computer Function Routine Bases on ERAs In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1984The Exact Distribution of the Wald Statistic In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper4
1986The Exact Distribution of the Wald Statistic..(1986) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
1986An Everywhere Convergent Series Representation of the Distribution of Hotellings Generalized T_{0}^{2} In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1984The Exact Distribution of the Wald Statistic: The Non-Central Case In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1985The Distribution of FIML in the Leading Case In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
1986The Distribution of FIML in the Leading Case..(1986) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
1986Time Series Regression with a Unit Root In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper877
1987Time Series Regression with a Unit Root..(1987) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 877
article
1985Understanding Spurious Regressions in Econometrics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper578
1986Understanding spurious regressions in econometrics.(1986) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 578
article
1985Fractional Matrix Calculus and the Distribution of Multivariate Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1985Multiple Time Series Regression with Integrated Processes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper258
1986Multiple Time Series Regression with Integrated Processes.(1986) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 258
article
1987Regression Theory for Near-Integrated Time Series In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper94
1988Regression Theory for Near-Integrated Time Series..(1988) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
article
1986Towards a Unified Asymptotic Theory for Autoregression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
1986Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
1986Trends Versus Random Walks in Time Series Analysis In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper67
1988Trends versus Random Walks in Time Series Analysis..(1988) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67
article
1987Testing for a Unit Root in Time Series Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1242
1987Time Series Regression with a Unit Root..(1987) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1242
article
1986Testing for a Unit Root in Time Series Regression.(1986) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 1242
paper
1986Weak Convergence to the Matrix Stochastic Integral BdB In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
1986On the Formulation of Wald Tests of Nonlinear Restrictions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper45
1988On the Formulation of Wald Tests of Nonlinear Restrictions..(1988) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45
article
1986Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
1987Testing for Cointegration Using Principal Component Measures In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1987Spherical Matrix Distributions and Cauchy Quotients In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
1989Spherical matrix distributions and cauchy quotients.(1989) In: Statistics & Probability Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
1987Conditional and Unconditional Statistical Independence In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
1988Conditional and unconditional statistical independence.(1988) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
1987Bimodal t-Ratios In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1988Asymptotic Properties of Residual Based Tests for Cointegration In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper752
1990Asymptotic Properties of Residual Based Tests for Cointegration..(1990) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 752
article
1987Multiple Regression with Integrated Time Series In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper4
1988The Characteristic Function of the Dirichlet and Multivariate F Distributions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
1989Optimal Inference in Cointegrated Systems In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper376
1991Optimal Inference in Cointegrated Systems..(1991) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 376
article
1989Statistical Inference in Instrumental Variables In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper96
1988Spectral Regression for Cointegrated Time Series In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper11
1988Testing for a Unit Root in the Presence of a Maintained Trend In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper74
1988Estimation and Inference in Models of Cointegration: A Simulation Study In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper5
1989Error Correction and Long Run Equilibrium in Continuous Time In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper54
1991Error Correction and Long-Run Equilibrium in Continuous Time..(1991) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
article
1989A Little Magic with the Cauchy Distribution In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1989A New Proof of Knights Theorem on the Cauchy Distribution In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1989The Durbin-Watson Ratio Under Infinite Variance Errors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
1991The Durbin-Watson ratio under infinite-variance errors.(1991) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
1989Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1989Estimating Long Run Economic Equilibria In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper326
1991Estimating Long-run Economic Equilibria.(1991) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 326
article
1989Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper61
1992Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations.(1992) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
article
1989Asymptotics for Linear Processes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper42
1989Testing for a Unit Root in the Presence of Deterministic Trends In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper10
1990Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
1990Operational Algebra and Regression t-Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
1990To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper105
1991To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends..(1991) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 105
article
1991Vector Autoregression and Causality In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper322
1993Vector Autoregressions and Causality..(1993) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 322
article
1991The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3033
1992Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?.(1992) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3033
article
1990Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?.(1990) In: Michigan State - Econometrics and Economic Theory.
[Citation analysis]
This paper has another version. Agregated cites: 3033
paper
1991Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper2
1991Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper20
1991Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum..(1991) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
1991A Reexamination of the Consumption Function Using Frequency Domain Regressors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper12
1994A Reexamination of the Consumption Function Using Frequency Domain Regressions..(1994) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 12
article
1991Unit Roots In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper1
1991The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2005Comments on “A selective overview of nonparametric methods in financial econometrics†In: Finance Working Papers.
[Full Text][Citation analysis]
paper3
2005Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde In: Finance Working Papers.
[Full Text][Citation analysis]
paper0
2006A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete In: Macroeconomics Working Papers.
[Full Text][Citation analysis]
paper0
1972The Structural Estimation of a Stochastic Differential Equation System. In: Econometrica.
[Full Text][Citation analysis]
article21
1974The Estimation of Some Continuous Time Models. In: Econometrica.
[Full Text][Citation analysis]
article14
1976The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator. In: Econometrica.
[Full Text][Citation analysis]
article3
1977Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation. In: Econometrica.
[Full Text][Citation analysis]
article36
1977A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators. In: Econometrica.
[Full Text][Citation analysis]
article15
1979A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System. In: Econometrica.
[Full Text][Citation analysis]
article6
1980The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables. In: Econometrica.
[Full Text][Citation analysis]
article18
1985The Exact Distribution of the SUR Estimator. In: Econometrica.
[Full Text][Citation analysis]
article3
1996An Asymptotic Theory of Bayesian Inference for Time Series. In: Econometrica.
[Full Text][Citation analysis]
article44
1996Econometric Model Determination. In: Econometrica.
[Full Text][Citation analysis]
article56
1998New Tools for Understanding Spurious Regressions In: Econometrica.
[Citation analysis]
article40
2003Inference in Arch and Garch Models with Heavy--Tailed Errors In: Econometrica.
[Full Text][Citation analysis]
article99
2012Folklore Theorems, Implicit Maps, and Indirect Inference In: Econometrica.
[Full Text][Citation analysis]
article21
2000Accelerated Asymptotics for Diffusion Model Estimation In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper0
2010Bimodal t-ratios: the impact of thick tails on inference In: Econometrics Journal.
[Full Text][Citation analysis]
article4
2011Non‐parametric regression under location shifts In: Econometrics Journal.
[Full Text][Citation analysis]
article0
2001A Gaussian approach for continuous time models of the short-term interest rate In: Econometrics Journal.
[Citation analysis]
article15
2003Dynamic panel estimation and homogeneity testing under cross section dependence * In: Econometrics Journal.
[Full Text][Citation analysis]
article312
1988Testing for cointegration using principal components methods In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article60
2015The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression In: Economics Letters.
[Full Text][Citation analysis]
article0
2018Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion In: Economics Letters.
[Full Text][Citation analysis]
article0
2019The heterogeneous effects of the minimum wage on employment across states In: Economics Letters.
[Full Text][Citation analysis]
article0
2018The Heterogeneous Effects of the Minimum Wage on Employment Across States.(2018) In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1987Does GNP have a unit root? : A re-evaluation In: Economics Letters.
[Full Text][Citation analysis]
article43
1986Does Gnp Have a Unit Root? a Reevaluation.(1986) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 43
paper
1982A simple proof of the latent root sensitivity formula In: Economics Letters.
[Full Text][Citation analysis]
article0
2002Higher order approximations for Wald statistics in time series regressions with integrated processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
1979The concentration ellipsoid of a random vector In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2006Local Whittle estimation of fractional integration and some of its variants In: Journal of Econometrics.
[Full Text][Citation analysis]
article62
2009A two-stage realized volatility approach to estimation of diffusion processes with discrete data In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
2013First difference maximum likelihood and dynamic panel estimation In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2013Semiparametric estimation in triangular system equations with nonstationarity In: Journal of Econometrics.
[Full Text][Citation analysis]
article14
2013Predictive regression under various degrees of persistence and robust long-horizon regression In: Journal of Econometrics.
[Full Text][Citation analysis]
article15
2016Robust econometric inference with mixed integrated and mildly explosive regressors In: Journal of Econometrics.
[Full Text][Citation analysis]
article6
1973The problem of identification in finite parameter continuous time models In: Journal of Econometrics.
[Full Text][Citation analysis]
article32
2017Inference in continuous systems with mildly explosive regressors In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2018Pythagorean generalization of testing the equality of two symmetric positive definite matrices In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2018A frequentist approach to Bayesian asymptotics In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1993The spurious effect of unit roots on vector autoregressions : An analytical study In: Journal of Econometrics.
[Full Text][Citation analysis]
article28
1993Testing for a unit root by frequency domain regression In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
1995Bayesian prediction a response In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
1977An approximation to the finite sample distribution of Zellners seemingly unrelated regression estimator In: Journal of Econometrics.
[Full Text][Citation analysis]
article4
1998Higher-order approximations for frequency domain time series regression In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
1998Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior In: Journal of Econometrics.
[Full Text][Citation analysis]
article25
1979The sampling distribution of forecasts from a first-order autoregression In: Journal of Econometrics.
[Full Text][Citation analysis]
article21
2016Asset pricing with financial bubble risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article8
2015New methodology for constructing real estate price indices applied to the Singapore residential market In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article8
2007Some empirics on economic growth under heterogeneous technology In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article25
1987An everywhere convergent series representation of the distribution of Hotellings generalized T02 In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article0
1988Weak convergence to the matrix stochastic integral [integral operator]01 B dB In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article3
1977A large deviation limit theorem for multivariate distributions In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article0
2016Modeling speculative bubbles with diverse investor expectations In: Research in Economics.
[Full Text][Citation analysis]
article1
1990Testing forUnit Root in the Presence of Deterministic Trends. In: Michigan State - Econometrics and Economic Theory.
[Citation analysis]
paper5
2011Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles In: Working Papers.
[Full Text][Citation analysis]
paper1
2011Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2001Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article105
2011Semiparametric Estimation in Multivariate Nonstationary Time Series Models In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper4
2013Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper4
2016A Frequency Approach to Bayesian Asymptotics In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2017Kernel-based inference in time-varying coefficient models with multiple integrated regressors In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper0
2017Bayesian estimation based on summary statistics: Double asymptotics and practice In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper2
2014Homage to Halbert White In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article0
2015Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression† In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article4
1980Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume In: Review of Economic Studies.
[Full Text][Citation analysis]
article8
1990Statistical Inference in Instrumental Variables Regression with I(1) Processes In: Review of Economic Studies.
[Full Text][Citation analysis]
article1157
2001Structural Change Tests in Tail Behaviour and the Asian Crisis In: Review of Economic Studies.
[Full Text][Citation analysis]
article51
2015Limit Theory for Continuous Time Systems with Mildly Explosive Regressors In: Working Papers.
[Full Text][Citation analysis]
paper0
2005Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan In: Working Papers.
[Full Text][Citation analysis]
paper4
2005Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde In: Working Papers.
[Full Text][Citation analysis]
paper0
2010A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics In: Working Papers.
[Full Text][Citation analysis]
paper0
2010Measurement and High Finance In: Working Papers.
[Full Text][Citation analysis]
paper0
2010Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate In: Working Papers.
[Full Text][Citation analysis]
paper0
1993Parameter Constancy in Cointegrating Regressions. In: Empirical Economics.
[Citation analysis]
article49
1979A SMALL MODEL OF OUTPUT, EMPLOYMENT, CAPITAL FORMATION AND INFLATION, APPLIED TO THE NEW ZEALAND ECONOMY In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Limit Theory for VARs with Mixed Roots Near Unity In: Econometric Reviews.
[Full Text][Citation analysis]
article1
2017Lag length selection in panel autoregression In: Econometric Reviews.
[Full Text][Citation analysis]
article8
2017Econometric Reviews honors Esfandiar Maasoumi In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2017Reduced forms and weak instrumentation In: Econometric Reviews.
[Full Text][Citation analysis]
article1
2018Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2016Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea.(2016) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2005Albert Rex Bergstrom 1925-2005 In: New Zealand Economic Papers.
[Full Text][Citation analysis]
article0
1991A Rexamination of the Consumption Function Using Frequency Domain Regressions. In: Working Papers.
[Citation analysis]
paper12
1994A Reexamination of the Consumption Function Using Frequency Domain Regressions..(1994) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 12
article
2011Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24) In: Econometrics Journal.
[Full Text][Citation analysis]
article0
2014Point‐optimal panel unit root tests with serially correlated errors In: Econometrics Journal.
[Full Text][Citation analysis]
article1
2017Indirect inference in spatial autoregression In: Econometrics Journal.
[Full Text][Citation analysis]
article2
2009Economic transition and growth In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article18
2015We provide mathematical proofs for the results in Testing Linearity Using Power Transforms of Regressors In: Working papers.
[Full Text][Citation analysis]
paper0
2016Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± In: Working papers.
[Full Text][Citation analysis]
paper0
2016Online Supplement to Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices In: Working papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team