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A frequentist approach to Bayesian asymptotics
Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - In: Journal of econometrics 206 (2018) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10012110394
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Semiparametric estimation in triangular system equations with nonstationarity
Gao, Jiti; Phillips, Peter C. B. - In: Journal of econometrics 176 (2013) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10009764384
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Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Journal of econometrics 215 (2020) 2, pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
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Estimating smooth structural change in cointegration models
Phillips, Peter C. B.; Li, Degui; Gao, Jiti - In: Journal of econometrics 196 (2017) 1, pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
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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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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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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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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. - In: Journal of econometrics 178 (2014) 1, pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
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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/10001715754
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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/10001546133