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Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.; Adekoya, Oluwasegun B.; Xuan Vinh Vo; … - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
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On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 3, pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
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Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - In: Journal of econometrics 118 (2004) 1/2, pp. 219-246
Persistent link: https://www.econbiz.de/10001823127
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Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric theory 27 (2011) 6, pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
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Limit theory for moderate deviations from a unit root
Phillips, Peter C. B.; Magdalinos, Tassos - In: Journal of econometrics 136 (2007) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10003401647
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Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: International economic review 56 (2015) 4, pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
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Lag length selection in panel autoregression
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric reviews 36 (2017) 1/3, pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
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Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometric theory 27 (2011) 6, pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - In: The econometrics journal 1 (1998) 2, pp. 27-43
Persistent link: https://www.econbiz.de/10001443696
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Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.; Leirvik, Thomas; Storelvmo, Trude - In: Journal of econometrics 214 (2020) 1, pp. 6-32
Persistent link: https://www.econbiz.de/10012438082