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~isPartOf:"Econometric reviews"
~isPartOf:"Economic time series with random walk and other nonstationary components"
~isPartOf:"International economic review"
~person:"Bodkin, Ronald G."
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
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Bodkin, Ronald G.
Linton, Oliver
Phillips, Peter C. B.
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1
Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
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2
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:
3
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:
4
Refined inference on long memory in realized volatility
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 254-267
Persistent link: https://www.econbiz.de/10003761227
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5
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
- In:
International economic review
47
(
2006
)
3
,
pp. 837-894
Persistent link: https://www.econbiz.de/10003357487
Saved in:
6
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometric reviews
19
(
2000
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
Saved in:
7
Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
Saved in:
8
A Bayesian analysis of trend determination in economic time series
Zivot, Eric
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 291-336
Persistent link: https://www.econbiz.de/10001172763
Saved in:
9
Testing for cointegration using principal components methods
Phillips, Peter C. B.
-
1988
Persistent link: https://www.econbiz.de/10001269094
Saved in:
10
An alternative estimator of the variance of the disturbance term in extraneous and mixed estimation
Bodkin, Ronald G.
;
Rau, Baldev
- In:
International economic review
26
(
1985
)
1
,
pp. 67-69
Persistent link: https://www.econbiz.de/10001927885
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