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Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.; Leirvik, Thomas; Storelvmo, Trude - In: Journal of econometrics 214 (2020) 1, pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
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Estimating smooth structural change in cointegration models
Phillips, Peter C. B.; Li, Degui; Gao, Jiti - In: Journal of econometrics 196 (2017) 1, pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
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Estimation and inference with near unit roots
Phillips, Peter C. B. - In: Econometric theory 39 (2023) 2, pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
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Fully modified least squares and vector autoregression
Phillips, Peter C. B. - 1993
Persistent link: https://www.econbiz.de/10000867421
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The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828077
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Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.; Phillips, Peter C. B.; Schmidt, Peter - 1991
Persistent link: https://www.econbiz.de/10000828125
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Unit roots
Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828947
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Posterior odds testing for a unit root with data-based model selection
Phillips, Peter C. B.; Ploberger, Werner - 1992
Persistent link: https://www.econbiz.de/10000839757
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Bayes methods and unit roots
Phillips, Peter C. B.; Dijk, Herman K. van - 1995
Persistent link: https://www.econbiz.de/10000554674
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Trending multiple time series : editor's introduction
Phillips, Peter C. B. - 1996
Persistent link: https://www.econbiz.de/10000625543