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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik R. - 1999
Persistent link: https://www.econbiz.de/10001389313
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Weak [sigma]-convergence : theory and applications
Kong, Jianning; Phillips, Peter C. B.; Sul, Donggyu - 2017
Persistent link: https://www.econbiz.de/10011647640
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HAR testing for spurious regression in trend
Phillips, Peter C. B.; Zhang, Yonghui; Wang, Xiaohu - 2018
Persistent link: https://www.econbiz.de/10011948826
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Pooled log periodogram regression
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499557
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HAC estimation by automative regression
Phillips, Peter C. B. - 2004
Persistent link: https://www.econbiz.de/10002148138
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Regression with slowly varying regressors
Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596323
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Copula-based nonlinear quantile autoregression
Chen, Xiaohong (contributor); Koenker, Roger (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003773621
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Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842064
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Specification testing for nonlinear cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - 2011
We provide a limit theory for a general class of kernel smoothed U statistics that may be used for specification …
Persistent link: https://www.econbiz.de/10008826041
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Unit root log periodogram regression
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440489