Narrow search
Showing 1 - 5 of 5
Cover Image
Nonstationary discrete choice
Hu, Ling; Phillips, Peter C. B. - In: Journal of econometrics 120 (2004) 1, pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
Cover Image
Boosting the HP filter for trending time series with long-range dependence
Biswas, Eva; Sabzikar, Farzad; Phillips, Peter C. B. - In: Econometric reviews 44 (2024) 1, pp. 41-79
Persistent link: https://www.econbiz.de/10015196426
Cover Image
Bootstrapping I(1) data
Phillips, Peter C. B. - In: Journal of econometrics 158 (2010) 2, pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
Cover Image
Nonstationary discrete choice : a corrigendum and addendum
Phillips, Peter C. B.; Jin, Sainan; Hu, Ling - In: Journal of econometrics 141 (2007) 2, pp. 1115-1130
Persistent link: https://www.econbiz.de/10003571426
Cover Image
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