Narrow search
Showing 1 - 10 of 136
Cover Image
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001389305
Cover Image
Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2012
Persistent link: https://www.econbiz.de/10009625937
Cover Image
An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - 1997
Persistent link: https://www.econbiz.de/10000974391
Cover Image
GMM estimation with Brownian kernels applied to income inequality measurement
Cho, Jin Seo; Phillips, Peter C. B. - 2024
Persistent link: https://www.econbiz.de/10015077115
Cover Image
Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
Cover Image
Log periodogram regression : the nonstationary case
Kim, Chang Sik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461423
Cover Image
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462519
Cover Image
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - 2010
Persistent link: https://www.econbiz.de/10003925361
Cover Image
Series estimation of stochastic processes recent developments and econometric applications
Phillips, Peter C. B.; Liao, Zhipeng - 2012
Persistent link: https://www.econbiz.de/10009615049
Cover Image
Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842064