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IV and GMM estimation and testing of multivariate stochastic unit root models
Lieberman, Offer; Phillips, Peter C. B. - 2016
Persistent link: https://www.econbiz.de/10011647403
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The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.; Han, Chirok - 2014
Persistent link: https://www.econbiz.de/10010463722
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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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Identifying latent structures in panel data
Su, Liangjun; Shi, Zhentao; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010464135
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Reduced forms and weak instrumentation
Phillips, Peter C. B. - In: Econometric reviews 36 (2017) 6/9, pp. 818-839
Persistent link: https://www.econbiz.de/10011795504
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Dynamic panel modeling of climate change
Phillips, Peter C. B. - 2018
Persistent link: https://www.econbiz.de/10011948750
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IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer; Phillips, Peter C. B. - In: Econometric theory 34 (2018) 5, pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
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Identifying latent structures in panel data
Su, Liangjun; Shi, Zhentao; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 6, pp. 2215-2264
Persistent link: https://www.econbiz.de/10011791226
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The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.; Han, Chirok - In: Economics letters 127 (2015), pp. 89-92
Persistent link: https://www.econbiz.de/10011382882
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GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger; Phillips, Peter C. B. - 2003
Persistent link: https://www.econbiz.de/10001735075