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Fully modified least squares and vector autoregression
Phillips, Peter C. B. - 1993
Persistent link: https://www.econbiz.de/10000867421
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The distribution of FIML in the leading case
Phillips, Peter C. B. - In: International economic review 27 (1986) 1, pp. 239-243
Persistent link: https://www.econbiz.de/10001008486
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The exact distribution of the Wald statistic
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 4, pp. 881-895
Persistent link: https://www.econbiz.de/10001009864
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1989
Persistent link: https://www.econbiz.de/10000870510
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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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Time series regression with a unit root
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 2, pp. 277-299
Persistent link: https://www.econbiz.de/10001021002
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Does GNP have a unit root? : a re-evaluation
Perron, Pierre - In: Economics letters 23 (1987) 2, pp. 139-145
Persistent link: https://www.econbiz.de/10001027059
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Testing for cointegration using principal components methods
Phillips, Peter C. B. - In: Journal of economic dynamics & control 12 (1988) 2, pp. 199-607
Persistent link: https://www.econbiz.de/10001269094
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - In: Journal of econometrics 91 (1999) 2, pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - 1999
Persistent link: https://www.econbiz.de/10001389313