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Efficiency gains from quasi-differencing under nonstationarity
Phillips, Peter C. B.; Lee, Chin Chin - 1996
Persistent link: https://www.econbiz.de/10001589738
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Rissanen's theorem and econometric time series
Ploberger, Werner; Phillips, Peter C. B. - In: Simplicity, inference and modeling : keeping it …, (pp. 165-180). 2001
Persistent link: https://www.econbiz.de/10001651909
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Comments on "Econometric analysis of Fisher's equation"
Rust, John - In: Celebrating Irving Fisher : the legacy of a great economist, (pp. 169-184). 2005
Persistent link: https://www.econbiz.de/10003297131
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Econometric analysis of Fisher's equation
Phillips, Peter C. B. - In: Celebrating Irving Fisher : the legacy of a great economist, (pp. 125-168). 2005
Persistent link: https://www.econbiz.de/10003297134
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Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.; Magdalinos, Tassos - In: The refinement of econometric estimation and test …, (pp. 123-162). 2007
Persistent link: https://www.econbiz.de/10003461842
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Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B. - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 3-71). 2023
Persistent link: https://www.econbiz.de/10014313196