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Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B. - 2021
Persistent link: https://www.econbiz.de/10012807741
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Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012062406
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Boosting: why you can use the HP filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012132071
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Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo; Phillips, Peter C. B.; Yu, Jun - 2017
Persistent link: https://www.econbiz.de/10011797227
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Boosting the HP filter for trending time series with long range dependence
Biswas, Eva; Sabzikar, Farzad; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013464252
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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
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A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013326692
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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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Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun - 2005
Persistent link: https://www.econbiz.de/10003468425
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Refined inference on long memory in realized volatility
Lieberman, Offer (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003468435