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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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Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767435
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Asymptotic theory for zero energy density estimation with nonparametric regression applications
Wang, Qiying; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795693
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
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Log periodogram regression : the nonstationary case
Kim, Chang Sik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461423
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461553
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Transition modeling and econometric convergence tests
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462514
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Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468430
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Unit root log periodogram regression
Phillips, Peter C. B. - In: Journal of econometrics 138 (2007) 1, pp. 104-124
Persistent link: https://www.econbiz.de/10003451744