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subject:"United States"
~person:"Engle, Robert F."
~person:"Phillips, Peter C. B."
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Unit root test"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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United States
Asymmetric information
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Unit root test
Theorie
186
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186
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69
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69
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Engle, Robert F.
Phillips, Peter C. B.
Leybourne, Stephen James
35
Andrews, Donald W. K.
33
Heckman, James J.
33
Taylor, Robert
31
Newey, Whitney K.
30
Pesaran, M. Hashem
30
Baltagi, Badi H.
28
Li, Qi
28
Turnovsky, Stephen J.
27
Gil-Alaña, Luis A.
26
Chavas, Jean-Paul
24
Diebold, Francis X.
24
Franses, Philip Hans
24
Gupta, Rangan
24
McAleer, Michael
24
Acemoglu, Daron
23
Afonso, Oscar
23
Lee, Junsoo
23
Batabyal, Amitrajeet A.
22
Giles, David E. A.
22
Stock, James H.
22
Krämer, Walter
21
Ohtani, Kazuhiro
21
Chang, Tsangyao
20
Lütkepohl, Helmut
20
Newbold, Paul
20
Schmidt, Peter
20
Ullah, Aman
20
Aghion, Philippe
19
Bollerslev, Tim
19
Christiano, Lawrence J.
19
Chu, Angus C.
19
Gouriéroux, Christian
19
Harvey, David I.
19
Kumbhakar, Subal
19
Lee, Lung-fei
19
Perron, Pierre
19
Steel, Mark F. J.
19
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Journal of econometrics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometric theory
10
Journal of applied econometrics
5
Oxford bulletin of economics and statistics
4
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3
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ECONIS (ZBW)
75
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1
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
2
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
3
Economic transition and growth : a replication
Schnurbus, Joachim
;
Haupt, Harry
;
Meier, Verena
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1039-1042
Persistent link: https://www.econbiz.de/10011862973
Saved in:
4
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
5
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
6
Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
International economic review
56
(
2015
)
4
,
pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
Saved in:
7
Specification sensitivity in right-tailed unit root testing for explosive behaviour
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10010474929
Saved in:
8
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
Saved in:
9
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
Saved in:
10
The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
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