Items where Author is "Phillips, Peter C. B."

Fiorio, Carlo V., Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and Phillips, Peter C. B. (2010) Bimodal t-ratios: the impact of thick tails on inference. Econometrics Journal, 13 (2). pp. 271-289. ISSN 1368-4221

Jeffrey, Andrew, Kristensen, Dennis, Linton, Oliver, Nguyen, Thong and Phillips, Peter C. B. (2004) Non-parametric estimation of multi-factor Heath Jarrow Morton term structure models. Journal of Financial Econometrics, 2 (2). pp. 251-289. ISSN 1479-8409