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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 147 (2008) 1, pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
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Nonstationary discrete choice
Hu, Ling; Phillips, Peter C. B. - In: Journal of econometrics 120 (2004) 1, pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
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Conditional and unconditional statistical independence
Phillips, Peter C. B. - In: Journal of econometrics 3 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
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Nonparametric stochastic frontiers : a local maximum likelihood approach
Kumbhakar, Subal; Park, Byeong U.; Simar, Léopold; … - In: Journal of econometrics 137 (2007) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003425497
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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - In: Journal of econometrics 137 (2007) 1, pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
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Unit root log periodogram regression
Phillips, Peter C. B. - In: Journal of econometrics 138 (2007) 1, pp. 104-124
Persistent link: https://www.econbiz.de/10003451744
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Pitfalls in the estimation of a cost function that ignores allocative inefficiency : a Monte Carlo analysis
Kumbhakar, Subal; Wang, Hung-jen - In: Journal of econometrics 134 (2006) 2, pp. 317-340
Persistent link: https://www.econbiz.de/10003374316
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Bootstrapping I(1) data
Phillips, Peter C. B. - In: Journal of econometrics 158 (2010) 2, pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
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Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li; Phillips, Peter C. B. - In: Journal of econometrics 142 (2008) 1, pp. 265-280
Persistent link: https://www.econbiz.de/10003608182
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Incidential trends and the power of panel unit root tests
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: Journal of econometrics 141 (2007) 2, pp. 416-459
Persistent link: https://www.econbiz.de/10003571307