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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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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
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Dynamic panel modeling of climate change
Phillips, Peter C. B. - 2018
Persistent link: https://www.econbiz.de/10011948750
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Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842064
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Structural nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 6, pp. 1901-1948
Persistent link: https://www.econbiz.de/10003943451
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 25 (2009) 6, pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436
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Specification sensitivities in right-tailed unit root testing for financial bubbles
Shi, Shu-ping; Phillips, Peter C. B.; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009259877
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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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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