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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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Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai; Calvet, Laurent E.; Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000974392
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Exactly unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000828074
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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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To criticize the critics : an objective Bayesian analysis of stochastic trends
Phillips, Peter C. B. - 1990
Persistent link: https://www.econbiz.de/10000792328
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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
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Empirical limits for time series econometric models
Ploberger, Werner; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001389308
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Fully modified least squares and vector autoregression
Phillips, Peter C. B. - 1993
Persistent link: https://www.econbiz.de/10000867421