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~isPartOf:"Cowles Foundation discussion paper"
~subject:"Einheitswurzeltest"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Einheitswurzeltest
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Phillips, Peter C. B.
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Cowles Foundation discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Bootstrapping I(1) data
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795696
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2
Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon
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2000
Persistent link: https://www.econbiz.de/10001462916
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3
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
Saved in:
4
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
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5
Unit root model selection
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724266
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6
Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
-
2003
Persistent link: https://www.econbiz.de/10001798680
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7
Unit root log periodogram regression
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001440489
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8
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
9
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
10
IV and GMM estimation and testing of multivariate stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011647403
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