Narrow search
Showing 1 - 10 of 125
Cover Image
Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1989
Persistent link: https://www.econbiz.de/10000870510
Cover Image
Time series modelling with a Bayesian frame of reference
Phillips, Peter C. B.; Ploberger, Werner - 1991
Persistent link: https://www.econbiz.de/10000828126
Cover Image
A Bayesian analysis of trend determination in economic time series
Zivot, Eric; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828953
Cover Image
Testing for cointegration using principal component methods
Phillips, Peter C. B.; Ouliaris, Sam - 1987
Persistent link: https://www.econbiz.de/10000740642
Cover Image
Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1992
Persistent link: https://www.econbiz.de/10000872825
Cover Image
Unit root tests
Phillips, Peter C. B. - 1995
Persistent link: https://www.econbiz.de/10000585296
Cover Image
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
Cover Image
Smoothing local-to-moderate unit root theory
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767425
Cover Image
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
Cover Image
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