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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1989
Persistent link: https://www.econbiz.de/10000870510
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Time series modelling with a Bayesian frame of reference
Phillips, Peter C. B.; Ploberger, Werner - 1991
Persistent link: https://www.econbiz.de/10000828126
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A Bayesian analysis of trend determination in economic time series
Zivot, Eric; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828953
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Testing for cointegration using principal component methods
Phillips, Peter C. B.; Ouliaris, Sam - 1987
Persistent link: https://www.econbiz.de/10000740642
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1992
Persistent link: https://www.econbiz.de/10000872825
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Unit root tests
Phillips, Peter C. B. - 1995
Persistent link: https://www.econbiz.de/10000585296
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Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767435
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A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 147 (2008) 1, pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
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Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - In: International economic review 47 (2006) 3, pp. 837-894
Persistent link: https://www.econbiz.de/10003357487