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Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.; Moon, Hyungsik R. - 1999
Persistent link: https://www.econbiz.de/10001389310
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A primer on unit root testing
Phillips, Peter C. B.; Xiao, Zhijie - 1999
Persistent link: https://www.econbiz.de/10001389380
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Estimating long-run economic equilibria
Phillips, Peter C. B. - In: The review of economic studies 58 (1991) 4, pp. 407-436
Persistent link: https://www.econbiz.de/10001114334
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A shortcut to LAD estimator asymptotics
Phillips, Peter C. B. - In: Econometric theory 7 (1991) 4, pp. 450-463
Persistent link: https://www.econbiz.de/10001117739
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Partially identified econometric models
Phillips, Peter C. B. - In: Econometric theory 5 (1989) 2, pp. 181-240
Persistent link: https://www.econbiz.de/10001069080
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Conditional and unconditional statistical independence
Phillips, Peter C. B. - In: Journal of econometrics 3 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
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Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico - In: Journal of empirical finance 1 (1993) 2, pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y. - In: Econometric reviews 13 (1994) 2, pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
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Vector autoregressions and causality
Toda, Hiro Y. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 6, pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
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Optimal inference in cointegrated systems
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 2, pp. 283-306
Persistent link: https://www.econbiz.de/10001101896