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Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.; Fan, Zhenhong; Phillips, Peter C. B. - In: The review of economic studies 68 (2001) 3, pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
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Estimating long-run economic equilibria
Phillips, Peter C. B. - In: The review of economic studies 58 (1991) 4, pp. 407-436
Persistent link: https://www.econbiz.de/10001114334
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Statistical inference in instrumental variables regression with I(1) processes
Phillips, Peter C. B. - In: The review of economic studies 57 (1990) 1, pp. 99-125
Persistent link: https://www.econbiz.de/10001085022
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Multiple time series regression with integrated processes
Phillips, Peter C. B. - In: The review of economic studies 53 (1986) 4, pp. 473-495
Persistent link: https://www.econbiz.de/10001037141
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Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank - In: The review of economic studies 83 (2016) 4, pp. 1511-1543
Persistent link: https://www.econbiz.de/10011656547
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Finite sample theory and the distributions of alternative estimators of the marginal propensity to consume
Phillips, P. C. B. - In: The review of economic studies 47 (1980) 1, pp. 183-224
Persistent link: https://www.econbiz.de/10002641264