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Parallel sequential Monte Carlo for efficient density combination : the DeCo Matlab toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10011631741
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A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto; Corradin, Fausto; Ravazzolo, Francesco; … - 2018
Persistent link: https://www.econbiz.de/10011956868
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Boosting: why you can use the HP filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012132071
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Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012062406
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Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo; Phillips, Peter C. B.; Yu, Jun - 2017
Persistent link: https://www.econbiz.de/10011797227
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Business cycles, trend elimination, and the HP filter
Phillips, Peter C. B.; Jin, Sainan - 2015
Persistent link: https://www.econbiz.de/10011312319
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Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.; Fan, Zhenhong; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001548868
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Error bounds and asymptotoic expansions for Toeplitz product functionals of unbounded spectra
Lieberman, Offer; Phillips, Peter C. B. - 2002
Persistent link: https://www.econbiz.de/10001673807
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Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - 2003
Persistent link: https://www.econbiz.de/10001798680
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Regression with slowly varying regressors
Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596323