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Unit Roots in Life — A Graduat...
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Regression analysis
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Phillips, Peter C. B.
145
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12
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9
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8
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15
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12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
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2
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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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2
Regression with slowly varying regressors and nonlinear trends
Phillips, Peter C. B.
- In:
Econometric theory
23
(
2007
)
4
,
pp. 557-614
Persistent link: https://www.econbiz.de/10003549567
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3
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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4
Inference in near singular regression
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312307
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5
Pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312325
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6
Edmond Malinvaud : a tribute to his contributions in econometrics
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312341
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7
HAC estimation by automated regression
Phillips, Peter C. B.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 116-142
Persistent link: https://www.econbiz.de/10002674646
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8
Understanding spurious regressions in econometrics
Phillips, Peter C. B.
-
1987
Persistent link: https://www.econbiz.de/10000741422
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9
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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10
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
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