Narrow search
Showing 1 - 10 of 38
Cover Image
Cointegrating smooth transition regressions
Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Cover Image
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
Cover Image
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
Cover Image
Efficient estimation of factor models
Choi, In - In: Econometric theory 28 (2012) 2, pp. 274-308
Persistent link: https://www.econbiz.de/10009520949
Cover Image
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
Cover Image
Econometric theory and practice
Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 583-586
Persistent link: https://www.econbiz.de/10003864145
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Tests for nonlinear cointegration
Choi, In; Saikkonen, Pentti - In: Econometric theory 26 (2010) 3, pp. 682-709
Persistent link: https://www.econbiz.de/10003992424