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Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723110
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Spectral density estimation and robust hypothesis testing using steep origin kernels without truncation
Phillips, Peter C. B. (contributor); Sun, Yixiao (contributor) - 2004
Persistent link: https://www.econbiz.de/10003761525
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Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003761924
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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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Identifying latent structures in panel data
Su, Liangjun; Shi, Zhentao; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010464135
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A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010464140
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Unit root model selection
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724266
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Local limit theory and spurious nonparametric regression
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724268
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724269
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Long memory and long run variation
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724271