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Disambiguation of "Phillips, Peter C. B."

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Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing

, , and . Econometrica, 76 (1): 175--194 (Jan 1, 2008)doi: 10.1111/j.0012-9682.2008.00822.x.

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Peter Phillips

Oliver Phillips

Joseph Phillips

James Phillips

Marina Phillips

 

Other publications of authors with the same name

A new approach to robust inference in cointegration, , and . Economics Letters, 91 (2): 300--306 (May 2006)The spurious effect of unit roots on vector autoregressions : An analytical study, and . Journal of Econometrics, 59 (3): 229--255 (October 1993)Local Whittle estimation of fractional integration and some of its variants, and . Journal of Econometrics, 130 (2): 209--233 (February 2006)Nonstationary discrete choice, and . Journal of Econometrics, 120 (1): 103--138 (May 2004)Nonlinear instrumental variable estimation of an autoregression, , and . Journal of Econometrics, 118 (1-2): 219--246 (00 2004)Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables, and . Journal of Econometrics, 111 (2): 251--283 (December 2002)Does GNP have a unit root? : A re-evaluation, and . Economics Letters, 23 (2): 139--145 (1987)Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence, and . Journal of Econometrics, 137 (1): 162--188 (March 2007)Pooled Log Periodogram Regression, and . Journal of Time Series Analysis, 23 (1): 57--93 (Jan 1, 2002)doi: 10.1111/1467-9892.00575.Comment on ``modeling asset returns with alternative stable distributions''. Econometric Reviews, 12 (3): 331--338 (1993)