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

by PHILLIPS, Peter C. B., HAN, Chirok
Published 2008

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

by PHILLIPS, Peter C. B., HAN, Chirok
Published 2015

First difference maximum likelihood and dynamic panel estimation

by HAN, Chirok, PHILLIPS, Peter C. B.
Published 2013

X-differencing and dynamic panel model estimation

by HAN, Chirok, PHILLIPS, Peter C. B., SUL, Donggyu
Published 2014

Uniform Asymptotic Normality in Stationary and Unit Root Autoregression

by HAN, Chirok, PHILLIPS, Peter C. B., SUL, Donggyu
Published 2011

Lag length selection in panel autoregression

by HAN, Chirok, Peter C. B. PHILLIPS, SUL, Donggyu
Published 2017

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

by HAN, Chirok, CHO, Jin Seo, PHILLIPS, Peter C. B.
Published 2011

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities

by CHO, Jin Seo, HAN, Chirok, Peter C. B. PHILLIPS
Published 2010