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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2012
Persistent link: https://www.econbiz.de/10009625937
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Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
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Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong; Liao, Zhipeng - 2015
Persistent link: https://www.econbiz.de/10011312300
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Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
Chen, Xiaohong; Christensen, Timothy M. - 2013
Persistent link: https://www.econbiz.de/10010199075
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Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong; Christensen, Timothy M. - 2014
Persistent link: https://www.econbiz.de/10010470615
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Testing for multiple bubbles
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009412282
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A CUSUM test for cointegration using regression residuals
Xiao, Zhijie; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618852
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Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.; Loretan, Mico - 1990
Persistent link: https://www.econbiz.de/10000792321
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Testing for multiple bubbles : limit theory of real time detectors
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2013
Persistent link: https://www.econbiz.de/10010190205
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Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013464259