Recent Advances in Nonstationary Time Series: A Festschrift in honor of Peter C. B. Phillips

On July 14–15, 2008, the School of Economics and the Sim Kee Boon Institute for Financial Economics at Singapore Management University (SMU) co-hosted a conference honoring the contribution of Peter Phillips to econometrics and statistics, in celebration of his 60th birthday. In total, 51 papers wer...

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Bibliographic Details
Main Authors: MARIANO, Robert S., XIAO, Zhijie, YU, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2012
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/1439
https://ink.library.smu.edu.sg/context/soe_research/article/2438/viewcontent/Recent_advances_in_nonstationary_time_series_2012.pdf
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Institution: Singapore Management University
Language: English