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Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun - 2005
Persistent link: https://www.econbiz.de/10003468425
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Copula-based time series with filtered nonstationarity
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - 2020 - Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
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A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013326692
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Nonlinearity and temporal dependence
Chen, Xiaohong (contributor); Hansen, Lars Peter (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724264
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When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.; Wang, Ying - 2020
Persistent link: https://www.econbiz.de/10012320628
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On multicointegration
Phillips, Peter C. B.; Kheifets, Igor - 2021
Persistent link: https://www.econbiz.de/10012807766
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Limit theory and inference in non-cointegrated functional coefficient regression
Wang, Ying; Phillips, Peter C. B.; Tu, Yundong - 2024
Persistent link: https://www.econbiz.de/10015077168
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Testing for cointegration using principal component methods
Phillips, Peter C. B.; Ouliaris, Sam - 1987
Persistent link: https://www.econbiz.de/10000740642
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724269
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New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying; Phillips, Peter C. B.; Wang, Ying - 2023
Persistent link: https://www.econbiz.de/10014317586