Narrow search
Showing 1 - 7 of 7
Cover Image
Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795694
Cover Image
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468433
Cover Image
Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842064
Cover Image
Structural nonparametric cointegrating regression
Wang, Qiying (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724274
Cover Image
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618852
Cover Image
Dynamic panel modeling of climate change
Phillips, Peter C. B. - 2018
Persistent link: https://www.econbiz.de/10011948750
Cover Image
Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724269