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Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
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2003
Persistent link: https://www.econbiz.de/10001798680
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A simple approach to the parametric estimation of potentially nonstationary diffusions
Bandi, Federico M.
;
Phillips, Peter C. B.
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2005
Persistent link: https://www.econbiz.de/10003000734
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Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.
;
Phillips, Peter C. B.
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2001
Persistent link: https://www.econbiz.de/10001618860
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