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Dynamic panel modeling of climate change

Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28

standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal …

Persistent link: https://www.econbiz.de/10012265695

New asymptotics applied to functional coefficient regression and climate sensitivity analysis

Wang, Qiying; Phillips, Peter C. B.; Wang, Ying - 2023

Persistent link: https://www.econbiz.de/10014317586

Estimating Smooth Structural Change in Cointegration Models

Phillips, Peter C. B.; Li, Degui; Gao, Jiti - Department of Econometrics and Business Statistics, … - 2013

This paper studies nonlinear cointegration models in which the structural coefficients may evolve smoothly over time …-consistency apply in nonparametric kernel estimation of time-varying coefficient cointegration models. The higher rate of convergence …

Persistent link: https://www.econbiz.de/10010860399

Dynamic panel modeling of climate change

Phillips, Peter C. B. - In: Econometrics 8 (2020) 3, pp. 1-28

standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal …

Persistent link: https://www.econbiz.de/10012696293

Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications

Wang, Qiying; Phillips, Peter C. B. - Cowles Foundation for Research in Economics, Yale University - 2009

A local limit theorem is given for the sample mean of a zero energy function of a nonstationary time series involving twin numerical sequences that pass to infinity. The result is applicable in certain nonparametric kernel density estimation and regression problems where the relevant quantities...

Persistent link: https://www.econbiz.de/10005593277