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Forecasting New Zealand's real GDP
Schiff, Aaron F.; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001520966
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Smoothing local-to-moderate unit root theory
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767425
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Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767435
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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461413
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Log periodogram regression : the nonstationary case
Kim, Chang Sik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461423
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461553
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Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462517
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Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468430
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Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B. (contributor); Han, Chirok (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468431
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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