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GMM estimation for dynamic panels with fixed effects and strong instruments at unity

Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 1, pp. 119-151

Persistent link: https://www.econbiz.de/10003968539

Han, Chirok; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 1, pp. 147-192

Persistent link: https://www.econbiz.de/10003295559

GMM estimation of autoregressive roots near unity with panel data

Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 2, pp. 467-522

Persistent link: https://www.econbiz.de/10001978010

Dynamic panel modeling of climate change

Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28

We discuss some conceptual and practical issues that arise from the presence of global energy balance effects on station level adjustment mechanisms in dynamic panel regressions with climate data. The paper provides asymptotic analyses, observational data computations, and Monte Carlo...

Persistent link: https://www.econbiz.de/10012265695

IV and GMM inference in endogenous stochastic unit root models

Lieberman, Offer; Phillips, Peter C. B. - In: Econometric theory 34 (2018) 5, pp. 1065-1100

Persistent link: https://www.econbiz.de/10011951461

Identifying latent structures in panel data

Su, Liangjun; Shi, Zhentao; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 6, pp. 2215-2264

Persistent link: https://www.econbiz.de/10011791226