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~person:"Phillips, Peter C. B."
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Semiparametric cointegrating rank selection
Cheng, Xu
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767412
Saved in:
2
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795694
Saved in:
3
Semiparametric cointegrating rank selection
Cheng, Xu
;
Phillips, Peter C. B.
- In:
The econometrics journal
12
(
2009
),
pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
Saved in:
4
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 155-165
Persistent link: https://www.econbiz.de/10009671329
Saved in:
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