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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainin - 2003
Persistent link: https://www.econbiz.de/10001741372
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Pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312325
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On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B. - 2012
Persistent link: https://www.econbiz.de/10009625935
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A new hedonic regression for real estate prices applied to the Singapore residential market
Jiang, Liang; Phillips, Peter C. B.; Yu, Jun - 2014
Persistent link: https://www.econbiz.de/10010470645
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Restricted likelihood ratio tests in predictive regression
Phillips, Peter C. B.; Chen, Ye - 2014
Persistent link: https://www.econbiz.de/10010464129
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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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Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767435
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Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468430
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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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Fully modified least squares for multicointegrated systems
Kheifets, Igor L.; Phillips, Peter C. B. - 2019
Persistent link: https://www.econbiz.de/10012132051