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~accessRights:"free"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Autocorrelation"
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Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
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2
IV and GMM estimation and testing of multivariate stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011647403
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3
Norming rates and limit theory for some time-varying coefficient autoregressions
Lieberman, Offer
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10010190201
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4
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2010
Persistent link: https://www.econbiz.de/10003925361
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5
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
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6
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
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7
Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.
;
Magdalinos, Tassos
-
2005
Persistent link: https://www.econbiz.de/10002969709
Saved in:
8
Limit theory for moderate deviations from a unit root
Phillips, Peter C. B.
;
Magdalinos, Tassos
-
2004
Persistent link: https://www.econbiz.de/10002148141
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