Essays in Honor of Peter C. B. Phillips - Advances in Econometrics
Latest Publications

TOTAL DOCUMENTS

27

(FIVE YEARS 0)

H-INDEX

3

(FIVE YEARS 0)

Published By Emerald Group Publishing Limited

9781784411831, 9781784411824

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Copyright Page

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033021 ◽

2014 ◽

pp. iv

Download Full-text

Dedication

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033022 ◽

2014 ◽

pp. ix-xi

Download Full-text

A CUSUM Test for Common Trends in Large Heterogeneous Panels

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033010 ◽

2014 ◽

pp. 303-345

Author(s):

Javier Hidalgo ◽

Jungyoon Lee

Keyword(s):

Common Trends ◽

Heterogeneous Panels

Download Full-text

Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033014 ◽

2014 ◽

pp. 491-556 ◽

Author(s):

Jin Seo Cho ◽

Halbert White

Keyword(s):

Information Matrix ◽

Positive Definite ◽

Positive Definite Matrices

Download Full-text

Specification Testing in Parametric Trending Models with Unknown Errors

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033006 ◽

2014 ◽

pp. 151-202

Author(s):

Jiti Gao ◽

Maxwell King

Keyword(s):

Specification Testing

Download Full-text

Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033008 ◽

2014 ◽

pp. 241-279 ◽

Author(s):

John Chao ◽

Myungsup Kim ◽

Donggyu Sul

Keyword(s):

Initial Condition ◽

Dynamic Panel ◽

Panel Models ◽

Dynamic Panel Models

Download Full-text

Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033003 ◽

2014 ◽

pp. 65-92 ◽

Author(s):

Yong Bao ◽

Aman Ullah ◽

Ru Zhang

Keyword(s):

Least Squares ◽

Unit Root ◽

Regression Models ◽

Least Squares Estimator ◽

First Order ◽

Moment Approximation

Download Full-text

Limit Theory and Inference About Conditional Distributions

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033012 ◽

2014 ◽

pp. 397-423 ◽

Author(s):

Purevdorj Tuvaandorj ◽

Victoria Zinde-Walsh

Keyword(s):

Conditional Distributions ◽

Download Full-text

Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033015 ◽

2014 ◽

pp. 557-585

Author(s):

Kyungchul Song

Keyword(s):

Minimax Estimation ◽

Download Full-text

Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk

Essays in Honor of Peter C. B. Phillips - Advances in Econometrics ◽

10.1108/s0731-905320140000033001 ◽

2014 ◽

pp. 3-21 ◽

Author(s):

Bruce E. Hansen

Keyword(s):

Unit Root ◽

Minimax Risk ◽

Download Full-text