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Limit theory for moderate deviations from a unit root
Phillips, Peter C.B.; Magdalinos, Tassos - In: Journal of econometrics 136 (2007) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10007391036
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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. 227-272
Persistent link: https://www.econbiz.de/10006785378
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Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C.B. - In: Journal of econometrics 83 (1998) 1-2, pp. 21-56
Persistent link: https://www.econbiz.de/10006790182
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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. 85-124
Persistent link: https://www.econbiz.de/10006791928
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Bayesian predictions: A response
Phillips, Peter C.B. - In: Journal of econometrics 69 (1995) 1, pp. 351
Persistent link: https://www.econbiz.de/10006797921
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Bayesian model selection and prediction with empirical applications
Phillips, Peter C.B. - In: Journal of econometrics 69 (1995) 1, pp. 289-332
Persistent link: https://www.econbiz.de/10006797924
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Testing for a unit root by frequency domain regression
Choi, In; Phillips, Peter C.B. - In: Journal of econometrics 59 (1993) 3, pp. 263-286
Persistent link: https://www.econbiz.de/10006805247
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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. 229-256
Persistent link: https://www.econbiz.de/10006805249
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Local Whittle estimation of fractional integration and some of its variants
Shimotsu, Katsumi; Phillips, Peter C.B. - In: Journal of econometrics 130 (2006) 2, pp. 209-234
Persistent link: https://www.econbiz.de/10006748300
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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/10006757760