Phillips, P. C. B.; Park, Joon Y. On the formulation of Wald tests of nonlinear restrictions. (English) Zbl 0646.62102 Econometrica 56, No. 5, 1065-1083 (1988). MSC: 62P20 62E20 62H15 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{J. Y. Park}, Econometrica 56, No. 5, 1065--1083 (1988; Zbl 0646.62102) Full Text: DOI Link
Phillips, P. C. B. Finite sample theory and the distributions of alternative estimators of the marginal propensity to consume. (English) Zbl 0463.62109 Rev. Econ. Stud. 47, 183-224 (1980). MSC: 62P20 62D05 62E20 PDFBibTeX XMLCite \textit{P. C. B. Phillips}, Rev. Econ. Stud. 47, 183--224 (1980; Zbl 0463.62109) Full Text: DOI
Holly, A.; Phillips, P. C. B. A saddlepoint approximation to the distribution of the k-class estimator of a coefficient in a simultaneous system. (English) Zbl 0418.65069 Econometrica 47, 1527-1547 (1979). MSC: 65C99 62H10 PDFBibTeX XMLCite \textit{A. Holly} and \textit{P. C. B. Phillips}, Econometrica 47, 1527--1547 (1979; Zbl 0418.65069) Full Text: DOI