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~person:"Phillips, Peter C. B."
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Phillips, Peter C. B.
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ECONIS (ZBW)
406
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1
HAR Testing for Spurious Regression in Trend
Phillips, Peter C. B.
-
2018
. Concordant with existing
theory
(Phillips, 1986, 1998; Sun, 2004, 2014), the usual t test and HAC standardized test fail to …
Persistent link: https://www.econbiz.de/10012906697
Saved in:
2
Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.
;
Loretan, Mico
-
1990
Persistent link: https://www.econbiz.de/10000792321
Saved in:
3
Testing for multiple bubbles : limit
theory
or real-time detectors
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
International economic review
56
(
2015
)
4
,
pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
Saved in:
4
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
5
Casual change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011777165
Saved in:
6
Lag length selection in panel autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 225-240
Persistent link: https://www.econbiz.de/10011795190
Saved in:
7
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Saved in:
8
Higher order approximations for Wald statistics in time series regressions with integrated processes
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 157-198
Persistent link: https://www.econbiz.de/10001656608
Saved in:
9
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
10
Testing for multiple bubbles : limit
theory
of real time detectors
Phillips, Peter C. B.
;
Shi, Shu-Ping
;
Yu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010190205
Saved in:
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