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Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?
Kwiatkowski, Denis; Phillips, Peter C. B.; Schmidt, Peter; … - In: Journal of Econometrics 54 (1992) 1-3, pp. 159-178
Persistent link: https://www.econbiz.de/10005238936
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Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
Choi, In; Phillips, Peter C. B. - In: Journal of Econometrics 51 (1992) 1-2, pp. 113-150
Persistent link: https://www.econbiz.de/10005238951
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Bayesian prediction a response
Phillips, Peter C. B. - In: Journal of Econometrics 69 (1995) 1, pp. 351-365
Persistent link: https://www.econbiz.de/10005238966
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Trending time series and macroeconomic activity: Some present and future challenges
Phillips, Peter C. B. - In: Journal of Econometrics 100 (2001) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10005239000
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Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi; Phillips, Peter C. B. - In: Journal of Econometrics 80 (1997) 1, pp. 85-123
Persistent link: https://www.econbiz.de/10005239107
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The Durbin-Watson ratio under infinite-variance errors
Phillips, Peter C. B.; Loretan, Mico - In: Journal of Econometrics 47 (1991) 1, pp. 85-114
Persistent link: https://www.econbiz.de/10005285436
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The spurious effect of unit roots on vector autoregressions : An analytical study
Toda, Hiro Y.; Phillips, Peter C. B. - In: Journal of Econometrics 59 (1993) 3, pp. 229-255
Persistent link: https://www.econbiz.de/10005285463
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - In: Journal of Econometrics 91 (1999) 2, pp. 227-271
Persistent link: https://www.econbiz.de/10005285505
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Higher order approximations for Wald statistics in time series regressions with integrated processes
Xiao, Zhijie; Phillips, Peter C. B. - In: Journal of Econometrics 108 (2002) 1, pp. 157-198
Persistent link: https://www.econbiz.de/10005285676
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New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B. - In: Journal of Econometrics 111 (2002) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10005285705