Robust econometric inference with mixed integrated and mildly explosive regressors

by Peter C. B. PHILLIPS, LEE, Ji Hyung
Published 2016

Asset pricing with financial bubble risk

by LEE, Ji Hyung, Peter C. B. PHILLIPS
Published 2016

Asset pricing with financial bubble risk

by LEE, Ji Hyung, PHILLIPS, Peter C. B.
Published 2016

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

by Peter C. B. PHILLIPS, LEE, Ji Hyung
Published 2013

Limit Theory for VARs with Mixed Roots Near Unity

by PHILLIPS, Peter C. B., LEE, Ji Hyung
Published 2015