Similar Search Results

Nonparametric predictive regression

Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2012

Persistent link: https://www.econbiz.de/10009625937

Testing for multiple bubbles

Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2011

Persistent link: https://www.econbiz.de/10009412282

Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation

Phillips, Peter C. B. (contributor); Sun, Yixiao (contributor) - 2004

Persistent link: https://www.econbiz.de/10003761525

A CUSUM test for cointegration using regression residuals

Xiao, Zhijie; Phillips, Peter C. B. - 2001

Persistent link: https://www.econbiz.de/10001618852

Nonparametric Predictive Regression

Kasparis, Ioannis - 2012

. The tests are consistent and divergence rates are faster when the predictor is stationary. Asymptotic theory and …

Persistent link: https://www.econbiz.de/10013100418

Testing for Multiple Bubbles

Phillips, Peter C. B. - 2013

Identifying and dating explosive bubbles when there is periodically collapsing behavior over time has been a major concern in the economics literature and is of great importance for practitioners. The complexity of the nonlinear structure inherent in multiple bubble phenomena within the same...

Persistent link: https://www.econbiz.de/10013091850