Narrow search
Showing 1 - 7 of 7
Cover Image
Boundary Limit Theory for Functional Local to Unity Regression
Bykhovskaya, Anna; Phillips, Peter C. B. - In: Journal of Time Series Analysis 39 (2018) 4, pp. 523-562
Persistent link: https://www.econbiz.de/10012094917
Cover Image
Change Detection and the Causal Impact of the Yield Curve
Shi, Shuping; Phillips, Peter C. B.; Hurn, Stan - In: Journal of Time Series Analysis 39 (2018) 6, pp. 966-987
Persistent link: https://www.econbiz.de/10012094952
Cover Image
Detecting Financial Collapse and Ballooning Sovereign Risk
Phillips, Peter C. B.; Shi, Shuping - In: Oxford Bulletin of Economics and Statistics 81 (2019) 6, pp. 1336-1361
Persistent link: https://www.econbiz.de/10012095509
Cover Image
BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER
Phillips, Peter C. B.; Jin, Sainan - In: International Economic Review 62 (2021) 2, pp. 469-520
Persistent link: https://www.econbiz.de/10012409086
Cover Image
BOOSTING : WHY YOU CAN USE THE HP FILTER
Phillips, Peter C. B.; Shi, Zhentao - In: International Economic Review 62 (2020) 2, pp. 521-570
Persistent link: https://www.econbiz.de/10012409087
Cover Image
Homogeneity pursuit in panel data models : Theory and application
Wang, Wuyi; Phillips, Peter C. B.; Su, Liangjun - In: Journal of Applied Econometrics 33 (2018) 6, pp. 797-815
Persistent link: https://www.econbiz.de/10012082780
Cover Image
PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES
Cho, Jin Seo; Phillips, Peter C. B.; Seo, Juwon - In: International Economic Review 63 (2021) 1, pp. 391-456
Persistent link: https://www.econbiz.de/10012635110