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Asymptotics for nonlinear transformations of integrated time series
Park, Joon Y.; Phillips, Peter C. B. - In: Econometric theory 15 (1999) 3, pp. 269-298
Persistent link: https://www.econbiz.de/10001434300
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Efficient detrending in cointegrating regression
Xiao, Zhijie; Phillips, Peter C. B. - In: Econometric theory 15 (1999) 4, pp. 519-548
Persistent link: https://www.econbiz.de/10001492212
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A shortcut to LAD estimator asymptotics
Phillips, Peter C. B. - In: Econometric theory 7 (1991) 4, pp. 450-463
Persistent link: https://www.econbiz.de/10001117739
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Partially identified econometric models
Phillips, Peter C. B. - In: Econometric theory 5 (1989) 2, pp. 181-240
Persistent link: https://www.econbiz.de/10001069080
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Time series regression with a unit root and infinite-variance errors
Phillips, Peter C. B. - In: Econometric theory 6 (1990) 1, pp. 44-62
Persistent link: https://www.econbiz.de/10001085418
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Trending multiple time series : symposium issue
Phillips, Peter C. B. (contributor) - In: Econometric theory 11 (1995) 5, pp. 811-1176
Persistent link: https://www.econbiz.de/10001195990
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Estimation of autoregressive roots near unity using panel data
Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Econometric theory 16 (2000) 6, pp. 927-997
Persistent link: https://www.econbiz.de/10001548351
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How to estimate autoregressive roots near unity
Phillips, Peter C. B.; Moon, Hyungsik Roger; Xiao, Zhijie - In: Econometric theory 17 (2001) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10001556057
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Statistical inference in regressions with integrated processes
Park, Joon Y. - In: Econometric theory 4 (1988) 3, pp. 468-497
Persistent link: https://www.econbiz.de/10001272709
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Statistical inference in regressions with integrated processes
Park, Joon Y. - In: Econometric theory 5 (1989) 1, pp. 95-131
Persistent link: https://www.econbiz.de/10001272711