( en | de | ru )

 

Disambiguation of "Phillips, Peter C. B."

Author of the publication

copydeleteadd this publication to your clipboard
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.

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Peter Phillips

Oliver Phillips

Joseph Phillips

James Phillips

Marina Phillips

 

Other publications of authors with the same name

Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence, and . Journal of Econometrics, 137 (1): 162--188 (March 2007)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)The spurious effect of unit roots on vector autoregressions : An analytical study, and . Journal of Econometrics, 59 (3): 229--255 (October 1993)Does GNP have a unit root? : A re-evaluation, and . Economics Letters, 23 (2): 139--145 (1987)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)REFLECTIONS ON THE DAY. Journal of Economic Surveys, 8 (3): 311--316 (244 09 1994)doi: 10.1111/j.1467-6419.1994.tb00105.x.