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Statistical inference in regressions with integrated processes

Park, Joon Y.; Phillips, Peter C. B.

Persistent link: https://www.econbiz.de/10000740644

(1987). - 35, 10, 2 S.

Park, Joon Y.

Persistent link: https://www.econbiz.de/10000740645

Asymptotic equivalence of OLS and GLS in regressions with integrated regressors

Phillips, Peter C. B.; Park, Joon Y. - 1987 - Rev

Persistent link: https://www.econbiz.de/10000760970

On the formulation of Wald tests of nonlinear restrictions

Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 5, pp. 1065-1083

Persistent link: https://www.econbiz.de/10001054005

Essays in honor of Peter C.B. Phillips

Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon; … - 2014

These essays honor Professor Peter C.B. Phillips of Yale University and his many contributions to the field of econometrics. Professor Phillips's research spans many topics in econometrics including: -non-stationary time series and panel models -partial identification and weak instruments...