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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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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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Limit theory for cointegrated systems with moderately integrated and moderately explosive regressors
Magdalinos, Tassos; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 2, pp. 482-526
Persistent link: https://www.econbiz.de/10003818345
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 25 (2009) 6, pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436