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Inference in near singular regression
Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312307
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Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 177 (2013) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
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Threshold regression with endogeneity
Yu, Ping; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010464133
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Structural inference from reduced forms with Many instruments
Phillips, Peter C. B.; Gao, Wayne Yuan - 2016
Persistent link: https://www.econbiz.de/10011647484
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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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Reduced forms and weak instrumentation
Phillips, Peter C. B. - In: Econometric reviews 36 (2017) 6/9, pp. 818-839
Persistent link: https://www.econbiz.de/10011795504
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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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Threshold regression with endogeneity
Yu, Ping; Phillips, Peter C. B. - In: Journal of econometrics 203 (2018) 1, pp. 50-68
Persistent link: https://www.econbiz.de/10011974610
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Structural inference from reduced forms with many instruments
Phillips, Peter C. B.; Gao, Wayne Yuan - In: Journal of econometrics 199 (2017) 2, pp. 96-116
Persistent link: https://www.econbiz.de/10011897653