Linear Nonstationary Models : A Review of the Work of Professor P.C.B. Phillips
The work of Professor P.C.B. Phillips, even if it is focused on the area of linear nonstationary models, is enormous. So it is hard for me to explore the whole of his work in this paper. Therefore I have decided to take up only a few results of his work. The topics chosen here are applications of the martingale approximation and the problem of choosing between stochastic and deterministic trends, which I discuss and, hopefully extend.
Year of publication: |
2011-04
|
---|---|
Authors: | Tanaka, Katsuto |
Institutions: | Graduate School of Economics, Hitotsubashi University |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Tanaka, Katsuto, (2011)
-
Tanaka, Katsuto, (2011)
-
Aproximate Distributions of the Periodogram and Related Statistics under Normality
Nabeya, Seiji, (1986)
- More ...