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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
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Meritocracy voting : measuring the unmeasurable
Schmidt, Peter - In: Econometric reviews 35 (2016) 1/4, pp. 41-43
Persistent link: https://www.econbiz.de/10011549855
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Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.; Moon, Hyungsik Roger - In: Econometric reviews 19 (2000) 3, pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
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A Bayesian analysis of trend determination in economic time series
Zivot, Eric - In: Econometric reviews 13 (1994) 3, pp. 291-336
Persistent link: https://www.econbiz.de/10001172763
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y. - In: Econometric reviews 13 (1994) 2, pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
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Lag length selection in panel autoregression
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric reviews 36 (2017) 1/3, pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
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Econometric Reviews honors Esfandiar Maasoumi
Phillips, Peter C. B.; Ullah, Aman - In: Econometric reviews 36 (2017) 6/9, pp. 563-567
Persistent link: https://www.econbiz.de/10011795280
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Nonlinearity induced weak instrumentation
Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric reviews 33 (2014) 5/6, pp. 676-712
Persistent link: https://www.econbiz.de/10010363893