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Model selection for forecast combination
Franses, Philip Hans - In: Applied economics 43 (2011) 13/15, pp. 1721-1727
Persistent link: https://www.econbiz.de/10009239322
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Specification sensitivity in right-tailed unit root testing for explosive behaviour
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: Oxford bulletin of economics and statistics 76 (2014) 3, pp. 315-333
Persistent link: https://www.econbiz.de/10010474929
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - In: Oxford bulletin of economics and statistics 67 (2005) 4, pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
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Selecting a nonlinear time series model using weighted tests od equal forecasr accuracy
Dijk, Dick van; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 727-744
Persistent link: https://www.econbiz.de/10001860094
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An inroduction to best empirical models when the paramenter space is infinite dimensional
Ploberger, Werner; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 877-890
Persistent link: https://www.econbiz.de/10001860216
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
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Model selection in periodic autoregressions
Franses, Philip Hans - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001172652
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Dynamic specification and cointegration
Boswijk, Herman Peter - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 369-381
Persistent link: https://www.econbiz.de/10001330269
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LM tests for a unit root in the presence of deterministic trends
Schmidt, Peter - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 257-287
Persistent link: https://www.econbiz.de/10001330274
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On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans; Kunst, Robert M. - In: Oxford bulletin of economics and statistics 61 (1999) 3, pp. 409-433
Persistent link: https://www.econbiz.de/10001407391