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~person:"Phillips, Peter C. B."
~person:"Strachan, Rodney W."
~subject:"Kointegration"
~subject:"Modellierung"
~type_genre:"Arbeitspapier"
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Phillips, Peter C. B.
Strachan, Rodney W.
Caporale, Guglielmo Maria
85
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70
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45
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ECONIS (ZBW)
45
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1
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
2
Bayesian averaging over many dynamic model structures with evidence on the Great Ratios and liquidity trap risk
Strachan, Rodney W.
;
Dijk, Herman K. van
-
2008
volatility
in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10011377110
Saved in:
3
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
4
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui
;
Phillips, Peter C. B.
;
Wang, Qiying
-
2019
Persistent link: https://www.econbiz.de/10012132062
Saved in:
5
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011748555
Saved in:
6
Kernel-based inference in time-varying coefficient cointegrating regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011748557
Saved in:
7
Latent variable nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
;
Kasparis, Ioannis
-
2017
Persistent link: https://www.econbiz.de/10011748571
Saved in:
8
Kernel-based inference in time-varying coefficient models with multiple integrated regressors
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782211
Saved in:
9
Dynamic panel modeling of climate change
Phillips, Peter C. B.
-
2018
Persistent link: https://www.econbiz.de/10011948750
Saved in:
10
Evidence on a real business cycle model with neutral and investment-specific technology shocks using Bayesian model averaging
Strachan, Rodney W.
;
Dijk, Herman K. van
-
2010
-
Version 17 May 2010
) processes. The linear VAR model is extendedto permit
cointegration
, a range of deterministic processes, equilibrium restrictions …
Persistent link: https://www.econbiz.de/10011380727
Saved in:
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