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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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Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia; Phillips, Peter C. B. - In: Econometric theory 28 (2012) 3, pp. 509-547
Persistent link: https://www.econbiz.de/10009545835
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Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui; Phillips, Peter C. B.; Wang, Qiying - In: Econometric theory 37 (2021) 6, pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
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Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 39 (2023) 6, pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
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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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Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.; Han, Chirok - In: Econometric theory 24 (2008) 3, pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
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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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Regression with slowly varying regressors and nonlinear trends
Phillips, Peter C. B. - In: Econometric theory 23 (2007) 4, pp. 557-614
Persistent link: https://www.econbiz.de/10003549567
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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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Regression asymptotics using martingale convergence methods
Ibragimov, Rustam Ju.; Phillips, Peter C. B. - In: Econometric theory 24 (2008) 4, pp. 888-947
Persistent link: https://www.econbiz.de/10003736839