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Uniform inference in panel autoregression
Chao, John C.; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011647633
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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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Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795694
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Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003461394
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A remark on bimodality and weak instrumentation in structural equation estimation
Phillips, Peter C. B. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003468424
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Cross-section regression with common shocks
Andrews, Donald W. K. - 2003
Persistent link: https://www.econbiz.de/10001774955
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Adaptive estimation and uniform confidence bands for nonparametric IV
Chen, Xiaohong; Christensen, Timothy; Kankanala, Sid - 2021
Persistent link: https://www.econbiz.de/10012618316
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Inference and speci cation testing in threshold regression with endogeneity
Yu, Ping; Liao, Qin; Phillips, Peter C. B. - 2019 - This Version: November 2019
Persistent link: https://www.econbiz.de/10012131978
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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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Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412