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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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Econometric measurement of earth's transient climate sensitivity
Phillips, Peter C. B.; Leirvik, Thomas; Storelvmo, Trude - 2017
Persistent link: https://www.econbiz.de/10011648930
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Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011748555
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724269
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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
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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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Unit roots
Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828947
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Unit root tests
Phillips, Peter C. B. - 1995
Persistent link: https://www.econbiz.de/10000585296
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Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
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Asymptotics for stationary very nearly unit root processes
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462544