Robust econometric inference with mixed integrated and mildly explosive regressors

بواسطة Peter C. B. PHILLIPS, LEE, Ji Hyung
منشور في 2016

Asset pricing with financial bubble risk

بواسطة LEE, Ji Hyung, Peter C. B. PHILLIPS
منشور في 2016

Asset pricing with financial bubble risk

بواسطة LEE, Ji Hyung, PHILLIPS, Peter C. B.
منشور في 2016

Predictive Regression under Various Degrees of Persistence and Robust Long-Horizon Regression

بواسطة Peter C. B. PHILLIPS, LEE, Ji Hyung
منشور في 2013

Limit Theory for VARs with Mixed Roots Near Unity

بواسطة PHILLIPS, Peter C. B., LEE, Ji Hyung
منشور في 2015