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Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon; Phillips, Peter C. B.; Rossi, Francesca - 2020
Persistent link: https://www.econbiz.de/10012322364
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Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria; Phillips, Peter C. B.; Rossi, Francesca - 2019
Persistent link: https://www.econbiz.de/10012131981
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The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests
Andrews, Donald W. K. - 1992
Persistent link: https://www.econbiz.de/10000852463
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Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.; Loretan, Mico - 1990
Persistent link: https://www.econbiz.de/10000792321
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Adaptive testing in ARCH models
Linton, Oliver B.; Steigerwald, Douglas G. - 1995
Persistent link: https://www.econbiz.de/10000585298
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Fully modified least squares for multicointegrated systems
Kheifets, Igor L.; Phillips, Peter C. B. - 2019
Persistent link: https://www.econbiz.de/10012132051
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Robust tests for white noise and cross-correlation
Dalla, Violetta; Giraitis, Liudas; Phillips, Peter C. B. - 2019
Persistent link: https://www.econbiz.de/10012062428
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Change detection and the causal impact of the yield curve
Hurn, Stan; Phillips, Peter C. B.; Shi, Shuping - 2016
Persistent link: https://www.econbiz.de/10011647389
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Causal change detection in possibly integrated Systems : revisiting the money-income relationship
Shi, Shuping; Hurn, Stan; Phillips, Peter C. B. - 2016
Persistent link: https://www.econbiz.de/10011647390
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Sequentially testing polynomial model hypotheses using power transforms of regressors
Cho, Jin Seo; Phillips, Peter C. B. - 2016 - This version: July, 2016
Persistent link: https://www.econbiz.de/10011647393