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Limit theory for moderate deviations from a unit root
Phillips, Peter C. B.; Magdalinos, Tassos - 2004
Persistent link: https://www.econbiz.de/10002148141
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Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.; Magdalinos, Tassos - 2005
Persistent link: https://www.econbiz.de/10002969709
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Limit theory for explosively cointegrated systems
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723140
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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
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Smoothing local-to-moderate unit root theory
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767425