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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Phillips, Peter C. B."
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Phillips, Peter C. B.
Ghysels, Eric
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Li, Qi
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Su, Liangjun
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Imbens, Guido
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Koop, Gary
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cowles Foundation discussion paper
197
Cowles Foundation Discussion Paper
85
Journal of econometrics
63
Econometric theory
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Cowles Foundation Discussion Paper 1768
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Economic time series with random walk and other nonstationary components
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Essays in honor of Cheng Hsiao
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Essays in honor of Joon Y. Park : econometric theory
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Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
Cho, Jin Seo
;
Park, Myungho
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 523-537
Persistent link: https://www.econbiz.de/10012249197
Saved in:
2
Tilted nonparametric estimation of volatility functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
Saved in:
3
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Saved in:
4
Infinite density at the median and the typical shape of stock return distributions
Han, Chirok
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 282-294
Persistent link: https://www.econbiz.de/10009159989
Saved in:
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