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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - 1997
Persistent link: https://www.econbiz.de/10000966052
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Bayesian model selection and prediction with empirical applications
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000843664
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Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000848865
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Time series modeling with a Bayesian frame of reference : concepts, illustrations and asymptotics
Phillips, Peter C. B.; Ploberger, Werner - 1992
Persistent link: https://www.econbiz.de/10000852460
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000829595
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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - 1997
Persistent link: https://www.econbiz.de/10000974391
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New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B. - 1998
Persistent link: https://www.econbiz.de/10000997933
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Testing for cointegration using principal component methods
Phillips, Peter C. B.; Ouliaris, Sam - 1987
Persistent link: https://www.econbiz.de/10000740642
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Time series modelling with a Bayesian frame of reference
Phillips, Peter C. B.; Ploberger, Werner - 1991
Persistent link: https://www.econbiz.de/10000828126
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828952