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Cowles Foundation discussion paper
Journal of econometrics
1,663
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Cross-section regression with common shocks
Andrews, Donald W. K.
-
2003
Persistent link: https://www.econbiz.de/10001774955
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2
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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3
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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4
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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6
Uniform inference in panel autoregression
Chao, John C.
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011647633
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7
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.
;
McDermott, C. John
-
1993
Persistent link: https://www.econbiz.de/10000883176
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8
Classical estimation methods for LDV models using simulation
Hajivassiliou, Vassilis Argyrou
;
Ruud, Paul Arthur
-
1993
Persistent link: https://www.econbiz.de/10000883186
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9
Fully modified least squares and vector autoregression
Phillips, Peter C. B.
-
1993
Persistent link: https://www.econbiz.de/10000867421
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10
Exactly unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000828074
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