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LM tests for a unit root in the presence of deterministic trends
Schmidt, Peter - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 257-287
Persistent link: https://www.econbiz.de/10001330274
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Parameter constancy in cointegrating regressions
Quintos, Carmela E. - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 675-706
Persistent link: https://www.econbiz.de/10001331525
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Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B. - In: Journal of econometrics 83 (1998) 1, pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
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Empirical limits for time series econometric models
Ploberger, Werner; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001389308
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik R. - 1999
Persistent link: https://www.econbiz.de/10001389313
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New tools for understanding spurios regressions
Phillips, Peter C. B. - 1998
Persistent link: https://www.econbiz.de/10001389318
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Higher-order approximations for frequency domain time series regression
Xiao, Zhijie; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001389376
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Estimating long-run economic equilibria
Phillips, Peter C. B. - In: The review of economic studies 58 (1991) 4, pp. 407-436
Persistent link: https://www.econbiz.de/10001114334
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A shortcut to LAD estimator asymptotics
Phillips, Peter C. B. - In: Econometric theory 7 (1991) 4, pp. 450-463
Persistent link: https://www.econbiz.de/10001117739
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Partially identified econometric models
Phillips, Peter C. B. - In: Econometric theory 5 (1989) 2, pp. 181-240
Persistent link: https://www.econbiz.de/10001069080