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...

Full description

Saved in:
Bibliographic Details
Main Author: YU, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2014
Subjects:
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
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Similar Items