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Uniform inference in panel autoregression
Chao, John C.; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011647633
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Robust tests for white noise and cross-correlation
Dalla, Violetta; Giraitis, Liudas; Phillips, Peter C. B. - 2019
Persistent link: https://www.econbiz.de/10012062428
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Fully modified least squares for multicointegrated systems
Kheifets, Igor L.; Phillips, Peter C. B. - 2019
Persistent link: https://www.econbiz.de/10012132051
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Detecting financial collapse and ballooning sovereign risk
Phillips, Peter C. B.; Shi, Shuping - 2017
Persistent link: https://www.econbiz.de/10011748569
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Robust inference on correlation under general heterogeneity
Giraitis, Liudas; Li, Yufei; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10014235297
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Weak identification of long memory with implications for inference
Li, Jia; Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013326614
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Econometric analysis of Fisher's equation
Phillips, Peter C. B. - 1998
Persistent link: https://www.econbiz.de/10000673153
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Asymptotic theory for zero energy density estimation with nonparametric regression applications
Wang, Qiying; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795693
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Uniform consistency of nonstationary Kernel-Weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010226787
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Nonparametric structural estimation via continuous location shifts in an endogenous regressor
Phillips, Peter C. B.; Su, Liangjun - 2009
Persistent link: https://www.econbiz.de/10003842075