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Unit root log periodogram regression
Phillips, Peter C. B. - In: Journal of econometrics 138 (2007) 1, pp. 104-124
Persistent link: https://www.econbiz.de/10003451744
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Bootstrapping I(1) data
Phillips, Peter C. B. - In: Journal of econometrics 158 (2010) 2, pp. 280-284
Persistent link: https://www.econbiz.de/10008839951
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Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
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Pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312325
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Unit roots in life : a graduate student story
Phillips, Peter C. B. - In: Econometric theory 30 (2014) 4, pp. 719-736
Persistent link: https://www.econbiz.de/10010502147
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Dynamic panel GMM with near unity
Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010463725
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New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B. - In: Journal of econometrics 111 (2002) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10001715754
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Unit roots in life : a graduate student story
Phillips, Peter C. B. - 2013
Persistent link: https://www.econbiz.de/10010190225
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Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B. - In: Econometric theory 34 (2018) 2, pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
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The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828077