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Asymptotic equivalence of OLS and GLS in regressions with integrated regressors
Phillips, Peter C. B.; Park, Joon Y. - 1987 - Rev
Persistent link: https://www.econbiz.de/10000760970
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1992
Persistent link: https://www.econbiz.de/10000872825
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A model of output, employment, capital formation and inflation
Bailey, Ralph W.; Hall, Vivian Bruce; Phillips, Peter C. B. - 1980
Persistent link: https://www.econbiz.de/10000691342
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Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
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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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Asymptotic theory for zero energy density estimation with nonparametric regression applications
Wang, Qiying; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795693
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Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795694
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Bootstrapping I(1) data
Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795696
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Mean and autocovariance function estimation near the boundary of stationarity
Giraitis, Liudas; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795697
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Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.; Yu, Jun - 2009
Persistent link: https://www.econbiz.de/10003854432