Econometrics
The Bill Phillips Legacy of Continuous Time Modelling and Econometric Model Design and the Published Papers
Econometric Theory and Practice
Exercises in Econometrics
Econometrics
The Estimation of Some Continuous Time Models
The Estimation of Some Continuous Time Models. Discussion Paper. No.49
The Problem of Identification in Finite Parameter Continuous Time Models
Rissanen's Theorem and Econometric Time Series
Incidental Trends and the Power of Panel Unit Root Tests
The treatment of flow data in the estimation of continuous time systems
Econometrics 3
Linear Regression Limit Theory for Nonstationary Panel Data
Comments on "realized Variance and Market Microstructure Noise" by Peter R. Hansen and Asger Lund
The Problem of Identificaton in Finite Parameter Continuous Time Models. Discussion Paper. No.48
Maximum Likelihood Estimation in Panels with Incidental Trends
Linear Regression Limit Theory for Nonstationary Panel Data
The Treatment of Flow Data in the Estimation of Ocontinuous Time Systems
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors