Econometric analysis of continuous time models: A survey of Peter Phillips' work and some new results
Econometric analysis of continuous time models has drawn the attention of Peter Phillips for 40 years, resulting in many important publications by him. In these publications he has dealt with a wide range of continuous time models and the associated econometric problems. He has investigated problems...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2014
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1425 https://ink.library.smu.edu.sg/context/soe_research/article/2424/viewcontent/Econometric_Analysis_of_Continuous_Time_Models_Phillips_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |