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Vector autoregression and causality
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828076
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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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Heterogeneity and aggregate fluctuations
Chang, Minsu; Chen, Xiaohong; Schorfheide, Frank - 2021 - This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
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Understanding spurious regressions in econometrics
Phillips, Peter C. B. - 1987
Persistent link: https://www.econbiz.de/10000741422
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Operational algebra and regression t-tests
Phillips, Peter C. B. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792323
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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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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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Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui; Phillips, Peter C. B.; Wang, Qiying - 2019
Persistent link: https://www.econbiz.de/10012132062
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Breaking ties : regression discontinuity design meets market design
Abdulkadiroğlu, Atila; Angrist, Joshua D.; Narita, Yusuke - 2019
Persistent link: https://www.econbiz.de/10012004168
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A simple adjustment for bandwidth snooping
Armstrong, Timothy B.; Kolesár, Michal - 2014
Persistent link: https://www.econbiz.de/10010463726