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Asymptotic equivalence of OLS and GLS in regressions with integrated regressors
Phillips, Peter C. B.; Park, Joon Y. - 1987 - Rev
Persistent link: https://www.econbiz.de/10000760970
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A primer on unit root testing
Phillips, Peter C. B.; Xiao, Zhijie - In: Journal of economic surveys 12 (1998) 5, pp. 423-469
Persistent link: https://www.econbiz.de/10001400855
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Discrete Fourier transforms of fractional processes
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001404200
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853
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Exact small sample theory in the simultaneous equations model
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10001327453
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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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Forward exchange market unbiasedness : the case of the Australian dollar since 1984
Phillips, Peter C. B. - In: Journal of international money and finance 16 (1997) 6, pp. 885-907
Persistent link: https://www.econbiz.de/10001337356
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - In: Journal of econometrics 91 (1999) 2, pp. 227-271
Persistent link: https://www.econbiz.de/10001382089