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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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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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Dynamic panel GMM with near unity
Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010463725
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Hybrid stochastic local unit roots
Lieberman, Offer; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011797222
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Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - 2001
Persistent link: https://www.econbiz.de/10001618853
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GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger; Phillips, Peter C. B. - 2003
Persistent link: https://www.econbiz.de/10001735075
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The KPSS test with seasonal dummies
Jin, Sainan; Phillips, Peter C. B. - 2002
Persistent link: https://www.econbiz.de/10001671304
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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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Unit root model selection
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724266
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724269