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A primer on unit root testing
Phillips, Peter C. B.; Xiao, Zhijie - In: Journal of economic surveys 12 (1998) 5, pp. 423-469
Persistent link: https://www.econbiz.de/10001400855
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A primer on unit root testing
Phillips, Peter C. B.; Xiao, Zhijie - 1999
Persistent link: https://www.econbiz.de/10001389380
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Unit root tests
Phillips, Peter C. B. - 1995
Persistent link: https://www.econbiz.de/10000585296
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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 for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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Boosting: why you can use the HP filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012132071
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Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012062406
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A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 196 (2017) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
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Dynamic panel GMM with near unity
Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010463725
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Hybrid stochastic local unit roots
Lieberman, Offer; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011797222