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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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Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 32 (2016) 2, pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
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Latent variable nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B.; Kasparis, Ioannis - In: Econometric theory 37 (2021) 1, pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
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Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometric theory 27 (2011) 6, pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
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Asymptotic theory for zero energy functionals with nonparametric regression applications
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 27 (2011) 2, pp. 235-259
Persistent link: https://www.econbiz.de/10009310811
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
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Econometric theory and practice
Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 583-586
Persistent link: https://www.econbiz.de/10003864145
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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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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
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Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.; Kim, Chang Sik - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877