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Recent advances in nonstationary time series: a festschrift in honor of Peter C.B. Phillips

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Publication:527986
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DOI10.1016/J.JECONOM.2012.01.015zbMath1443.00039OpenAlexW2068405309MaRDI QIDQ527986

No author found.

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1439



Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Festschriften (00B30)


Related Items (1)

Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician




Cites Work

  • Multiple local Whittle estimation in stationary systems
  • Exact local Whittle estimation of fractional integration
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