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Time Series Regression with Mixtures of Integrated Processes
Chang, Yoosoon; Phillips, Peter C.B. - In: Econometric theory 11 (1995) 5, pp. 1033-1094
Persistent link: https://www.econbiz.de/10007009739
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Fully Modified Least Squares in I(2) Regression
Phillips, Peter C.B.; Chang, Yoosoon - In: Econometric theory 10 (1994) 5, pp. 967
Persistent link: https://www.econbiz.de/10007014634
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ARTICLES - 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/10006988622
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ARTICLES - 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/10006988637
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Vector autoregressions with unknown mixtures of /(0), /(1), and /(2) components
Chang, Yoosoon - In: Econometric theory 16 (2000) 6, pp. 905-926
Persistent link: https://www.econbiz.de/10001548342
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Nonstationary nonlinearity : a survey on Peter Phillips's contributions with a new perspective
Park, Joon Y. - In: Econometric theory 30 (2014) 4, pp. 894-822
Persistent link: https://www.econbiz.de/10010502138
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An invariance principle for sieve bootstrap in time series
Park, Joon Y. - In: Econometric theory 18 (2002) 2, pp. 469-490
Persistent link: https://www.econbiz.de/10001661308
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ARTICLES - Vector Autoregressions with Unknown Mixtures of I(0), I(1), and I(2) Components
Chang, Yoosoon - In: Econometric theory 16 (2000) 6, pp. 905-926
Persistent link: https://www.econbiz.de/10006981397
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Guest editors introduction: The special 18th meeting of the New Zealand Econometric Study Group in honor of Peter C. B. Phillips
Hansen, Bruce E.; Park, Joon Y. - In: Econometric theory 30 (2014) 4, pp. 715-718
Persistent link: https://www.econbiz.de/10010500876
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Cointegrating regressions with time varying coefficients
Park, Joon Y.; Hahn, Sang B. - In: Econometric theory 15 (1999) 5, pp. 664-703
Persistent link: https://www.econbiz.de/10001483394