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~isPartOf:"Cowles Foundation discussion paper"
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Search: subject_exact:"ECM (Error correction model)"
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Phillips, Peter C. B.
25
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5
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Li, Degui
2
Magdalinos, Tassos
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Cowles Foundation discussion paper
Applied economics
349
International Journal of Energy Economics and Policy : IJEEP
331
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263
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227
International journal of economics and financial issues : IJEFI
187
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178
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161
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Oxford bulletin of economics and statistics
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Finance research letters
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ECONIS (ZBW)
28
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1
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
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2
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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3
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
4
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
-
2020
Persistent link: https://www.econbiz.de/10012320628
Saved in:
5
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
6
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
-
2019
Persistent link: https://www.econbiz.de/10012132062
Saved in:
7
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
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8
Econometric measurement of earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
-
2017
Persistent link: https://www.econbiz.de/10011648930
Saved in:
9
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011748555
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10
Kernel-based inference in time-varying coefficient cointegrating regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011748557
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