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A new approach to robust inference in cointegration
Jin, Sainan; Phillips, Peter C.B.; Sun, Yixiao - In: Economics Letters 91 (2006) 2, pp. 300-306
Persistent link: https://www.econbiz.de/10005307231
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The KPSS test with seasonal dummies
Phillips, Peter C. B.; Jin, Sainan - In: Economics Letters 77 (2002) 2, pp. 239-243
Persistent link: https://www.econbiz.de/10005296458
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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics Letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10005095463
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A simple proof of the latent root sensitivity formula
Phillips, P. C. B. - In: Economics Letters 9 (1982) 1, pp. 57-59
Persistent link: https://www.econbiz.de/10005270124
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Does GNP have a unit root? : A re-evaluation
Perron, Pierre; Phillips, Peter C. B. - In: Economics Letters 23 (1987) 2, pp. 139-145
Persistent link: https://www.econbiz.de/10005275398