Econometric Analysis of Continuous Time Models: A Survey of Peter Philip’s Work and Some New Results

Econometric analysis of continuous time models has drawn the attention of Peter Phillips for nearly 40 years, resulting in many important publications by him. In these publications he has dealt with a wide range of continuous time models and econometric problems, from univariate equations to systems...

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Bibliographic Details
Main Author: YU, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2009
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Online Access:https://ink.library.smu.edu.sg/soe_research/1157
https://ink.library.smu.edu.sg/context/soe_research/article/2156/viewcontent/Survey_ConTime03.pdf
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Institution: Singapore Management University
Language: English