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Financial bubble implosion and reverse regression
Phillips, Peter C. B.; Shi, Shu-Ping - In: Econometric theory 34 (2018) 4, pp. 705-753
Persistent link: https://www.econbiz.de/10011951424
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X-differencing and dynamic panel model estimation
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric theory 30 (2014) 1, pp. 201-251
Persistent link: https://www.econbiz.de/10010399780
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Estimation and inference with near unit roots
Phillips, Peter C. B. - In: Econometric theory 39 (2023) 2, pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
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Econometric theory and practice
Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 583-586
Persistent link: https://www.econbiz.de/10003864145
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
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Local limit theory and spurious nonparametric regression
Phillips, Peter C. B. - In: Econometric theory 25 (2009) 6, pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416
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GMM estimation for dynamic panels with fixed effects and strong instruments at unity
Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 1, pp. 119-151
Persistent link: https://www.econbiz.de/10003968539
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Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.; Kim, Chang Sik - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
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Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric theory 27 (2011) 6, pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261