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~subject:"Unit root test"
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Unit root test
Theorie
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436
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339
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260
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259
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145
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Phillips, Peter C. B.
107
Yu, Jun
21
Magdalinos, Tassos
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10
Moon, Hyungsik Roger
9
Shi, Shu-Ping
7
Perron, Benoit
5
Xiao, Zhijie
5
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4
Han, Chirok
4
Shi, Shuping
4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
109
RePEc
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Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
International economic review
56
(
2015
)
4
,
pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
Saved in:
2
Specification sensitivities in right-tailed unit root testing for financial bubbles
Shi, Shu-ping
;
Phillips, Peter C. B.
;
Yu, Jun
-
2011
Persistent link: https://www.econbiz.de/10009259877
Saved in:
3
Testing for multiple bubbles : limit theory of real time detectors
Phillips, Peter C. B.
;
Shi, Shu-Ping
;
Yu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010190205
Saved in:
4
Specification sensitivity in right-tailed unit root testing for explosive behavior
Phillips, Peter C. B.
;
Shi, Shu-ping
;
Yu, Jun
-
2011
Persistent link: https://www.econbiz.de/10009412328
Saved in:
5
Specification sensitivity in right-tailed unit root testing for explosive behaviour
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10010474929
Saved in:
6
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
7
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Dynamic panel GMM with near unity
Phillips, Peter C. B.
-
2014
Persistent link: https://www.econbiz.de/10010463725
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