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Understanding spurious regressions in econometrics
Phillips, Peter C. B. - 1987
Persistent link: https://www.econbiz.de/10000741422
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Operational algebra and regression t-tests
Phillips, Peter C. B. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792323
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik R. - 1999
Persistent link: https://www.econbiz.de/10001389313
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New tools for understanding spurios regressions
Phillips, Peter C. B. - 1998
Persistent link: https://www.econbiz.de/10001389318
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Inference in near-singular regression
Phillips, Peter C. B. - In: Essays in honor of Aman Ullah, (pp. 461-486). 2016
Persistent link: https://www.econbiz.de/10011530307
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Inference and speci cation testing in threshold regression with endogeneity
Yu, Ping; Liao, Qin; Phillips, Peter C. B. - 2019 - This Version: November 2019
Persistent link: https://www.econbiz.de/10012131978
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Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui; Phillips, Peter C. B.; Wang, Qiying - 2019
Persistent link: https://www.econbiz.de/10012132062
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Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping; Phillips, Peter C. B. - In: Economics letters 172 (2018), pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
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Sequentially testing polynomial model hypotheses using power transforms of regressors
Cho, Jin Seo; Phillips, Peter C. B. - 2016 - This version: July, 2016
Persistent link: https://www.econbiz.de/10011647393