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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003
Persistent link: https://www.econbiz.de/10001873297
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Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.; Fan, Zhenhong; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001548868
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
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Some exact distribution theory for maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 1, pp. 73-93
Persistent link: https://www.econbiz.de/10001169511
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A reexamination of the consumption function using frequency domain regressions
Corbae, Dean - In: Empirical economics : a journal of the Institute for … 19 (1994) 4, pp. 595-609
Persistent link: https://www.econbiz.de/10001175474
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Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi - In: Journal of econometrics 80 (1997) 1, pp. 85-123
Persistent link: https://www.econbiz.de/10001223462
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Higher-order approximations for frequency domain time series regression
Xiao, Zhijie - In: Journal of econometrics 86 (1998) 2, pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
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Fully modified least squares and vector autoregression
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 5, pp. 1023-1078
Persistent link: https://www.econbiz.de/10001190392
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Trending multiple time series : symposium issue
Phillips, Peter C. B. (contributor) - In: Econometric theory 11 (1995) 5, pp. 811-1176
Persistent link: https://www.econbiz.de/10001195990
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Econometric model determination
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 4, pp. 763-812
Persistent link: https://www.econbiz.de/10001203923