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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - In: Journal of econometrics 185 (2015) 2, pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
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A CUSUM test for cointegration using regression residuals
Xiao, Zhijie; Phillips, Peter C. B. - In: Journal of econometrics 108 (2002) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
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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/10001656608
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Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 209 (2019) 2, pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
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Editorial: Recent advances in panel data, nonlinear and nonparametric models : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.; Xiao, Zhijie; Yu, Jun - In: Journal of econometrics 169 (2012) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10009666784
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Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S. (contributor);  … - 2012
Persistent link: https://www.econbiz.de/10009666881
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Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C. B. - In: Journal of econometrics 169 (2012) 2, pp. 155-165
Persistent link: https://www.econbiz.de/10009671329
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Dynamic misspecification in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - In: Journal of econometrics 168 (2012) 2, pp. 270-284
Persistent link: https://www.econbiz.de/10009612740
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Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang; Phillips, Peter C. B.; Tao, Yubo; Zhang, … - In: Journal of econometrics 234 (2023) 2, pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
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Testing linearity using power transforms of regressors
Baek, Yae In; Cho, Jin Seo; Phillips, Peter C. B. - In: Journal of econometrics 187 (2015) 1, pp. 376-384
Persistent link: https://www.econbiz.de/10011499536