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Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842064
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Unit root model selection
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724266
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Long memory and long run variation
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724271
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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