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New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying; Phillips, Peter C. B.; Wang, Ying - 2023
Persistent link: https://www.econbiz.de/10014317586
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Testing for cointegration using principal component methods
Phillips, Peter C. B.; Ouliaris, Sam - 1987
Persistent link: https://www.econbiz.de/10000740642
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Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
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Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795694
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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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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468433
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Specification testing for nonlinear cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - 2011
cointegration and regressors that have autoregressive unit roots or near unit roots. The limit theory for the specification test …
Persistent link: https://www.econbiz.de/10008826041
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Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10008656750
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Automated estimation of vector error correction models
Liao, Zhipeng; Phillips, Peter C. B. - 2012
Persistent link: https://www.econbiz.de/10009615045
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Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842064