Peter C.B. Phillips

3 articles listing Peter C.B. Phillips in Journal of Econometrics, indexed by Paperzzz from Crossref and OSF.

1. Robust inference for time varying predictability: A Sieve-IVX approach Journal of Econometrics
2. Uncovering mild drift in asset prices with intraday high-frequency data Journal of Econometrics
3. GMM estimation with Brownian kernels applied to income inequality measurement Journal of Econometrics