Narrow search
Showing 1 - 10 of 140
Cover Image
Self-weighted estimation for local unit root regression with applications
Hu, Zhishui; Liu, Nan; Phillips, Peter C. B.; Wang, Qiying - 2024
Persistent link: https://www.econbiz.de/10015076938
Cover Image
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
Cover Image
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
Cover Image
Unit roots
Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828947
Cover Image
Unit root tests
Phillips, Peter C. B. - 1995
Persistent link: https://www.econbiz.de/10000585296
Cover Image
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
Cover Image
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
Cover Image
Unit root model selection
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724266
Cover Image
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
Cover Image
Unit root log periodogram regression
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440489