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Uniform consistency of nonstationary Kernel-Weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010226787
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Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723110
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Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.; Wang, Ying - 2019
Persistent link: https://www.econbiz.de/10012062413
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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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Robust inference on correlation under general heterogeneity
Giraitis, Liudas; Li, Yufei; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10014235297
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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461413
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Efficiency and stability in large matching markets
Che, Yeon-Koo; Tercieux, Olivier - 2015
Persistent link: https://www.econbiz.de/10011312299
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Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.; McDermott, C. John - 1993
Persistent link: https://www.econbiz.de/10000883176
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Classical estimation methods for LDV models using simulation
Hajivassiliou, Vassilis Argyrou; Ruud, Paul Arthur - 1993
Persistent link: https://www.econbiz.de/10000883186
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Fully modified least squares and vector autoregression
Phillips, Peter C. B. - 1993
Persistent link: https://www.econbiz.de/10000867421