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1
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.
;
McDermott, C. John
-
1993
Persistent link: https://www.econbiz.de/10000883176
Saved in:
2
Fully modified least squares and vector autoregression
Phillips, Peter C. B.
-
1993
Persistent link: https://www.econbiz.de/10000867421
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3
Exactly unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000828074
Saved in:
4
The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.
;
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828077
Saved in:
5
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
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6
Unit roots
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828947
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7
Posterior odds testing for a unit root with data-based model selection
Phillips, Peter C. B.
;
Ploberger, Werner
-
1992
Persistent link: https://www.econbiz.de/10000839757
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8
The limiting behavior of kernel estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-Jae
;
Linton, Oliver
-
1996
Persistent link: https://www.econbiz.de/10000621990
Saved in:
9
Fully modified least squares and vector autoregression
Phillips, Peter C.
-
1993
-
2. vers
Persistent link: https://www.econbiz.de/10000142003
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10
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
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