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Dynamic panel GMM with near unity
Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010463725
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Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - 2003
Persistent link: https://www.econbiz.de/10001798680
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Homogeneity pursuit in panel data models : theory and applications
Wang, Wuyi; Phillips, Peter C. B.; Su, Liangjun - 2016
Persistent link: https://www.econbiz.de/10011647488
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Boosting: why you can use the HP filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012132071
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Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012062406
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IV and GMM estimation and testing of multivariate stochastic unit root models
Lieberman, Offer; Phillips, Peter C. B. - 2016
Persistent link: https://www.econbiz.de/10011647403
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Unit roots in life and research
Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011748249
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Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011748555
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Boundary limit theory for functional local to unity regression
Bykhovskaya, Anna; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011748556
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Hybrid stochastic local unit roots
Lieberman, Offer; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011797222