Gaussian Inference in AR(1) Time Series with or without a Unit Root

由 PHILLIPS, Peter C. B., HAN, Chirok
出版 2008

The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression

由 PHILLIPS, Peter C. B., HAN, Chirok
出版 2015

First difference maximum likelihood and dynamic panel estimation

由 HAN, Chirok, PHILLIPS, Peter C. B.
出版 2013

X-differencing and dynamic panel model estimation

由 HAN, Chirok, PHILLIPS, Peter C. B., SUL, Donggyu
出版 2014

Uniform Asymptotic Normality in Stationary and Unit Root Autoregression

由 HAN, Chirok, PHILLIPS, Peter C. B., SUL, Donggyu
出版 2011

Lag length selection in panel autoregression

由 HAN, Chirok, Peter C. B. PHILLIPS, SUL, Donggyu
出版 2017

Infinite Density at the Median and the Typical Shape of Stock Return Distributions

由 HAN, Chirok, CHO, Jin Seo, PHILLIPS, Peter C. B.
出版 2011

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities

由 CHO, Jin Seo, HAN, Chirok, Peter C. B. PHILLIPS
出版 2010