Items where authors include "Phillips, P.C.B."

Article

Han, C. and Phillips, P.C.B. (2005) GMM with many moment conditions. Econometrica, 74 (1). pp. 147-192. ISSN 0012-9682

Moon, H.R. and Phillips, P.C.B. (2004) GMM estimation of autoregressive roots near unity with panel data. Econometrica, 72 (2). pp. 467-522. ISSN 0012-9682

Bandi, F.M. and Phillips, P.C.B. (2003) Fully nonparametric estimation of scalar diffusion models. Econometrica, 71 (1). pp. 241-283. ISSN 0012-9682

Ploberger, W. and Phillips, P.C.B. (2003) Empirical limits for time series econometric models. Econometrica, 71 (2). pp. 627-673. ISSN 0012-9682