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Phillips, Peter C. B.
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Journal of econometrics
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1
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
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2
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu
;
Linton, Oliver
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
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3
Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia
;
White, Halbert
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 199-219
Persistent link: https://www.econbiz.de/10001944127
Saved in:
4
The spurious regression of fractionally integrated processes
Tsay, Wen-jen
;
Chung, Ching-fan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 155-182
Persistent link: https://www.econbiz.de/10001466752
Saved in:
5
The dynamics of US inflation : can monetary policy explain the changes?
Canova, Fabio
;
Ferroni, Filippo
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10009551444
Saved in:
6
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
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7
Recent Advances in nonstationary time series : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S.
(
contributor
); …
-
2012
Persistent link: https://www.econbiz.de/10009671554
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8
K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Kaufmann, Sylvia
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 82-94
Persistent link: https://www.econbiz.de/10011498759
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9
Income distribution movements and aggregate money illusion
Lewbel, Arthur
- In:
Journal of econometrics
43
(
1990
)
1
,
pp. 35-42
Persistent link: https://www.econbiz.de/10001163692
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10
Learning can generate long memory
Chevillon, Guillaume
;
Mavroeidis, Sophocles
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011818365
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