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Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
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Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon - 2000
Persistent link: https://www.econbiz.de/10001462916
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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
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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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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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Unit root log periodogram regression
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440489
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Estimation and inference with near unit roots
Phillips, Peter C. B. - 2021
Persistent link: https://www.econbiz.de/10012807742
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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
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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