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The tail behavior of maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828948
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The long-run Australian consumption function reexamined : an empirical exercise in Bayesian inference
Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828951
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828952
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A Bayesian analysis of trend determination in economic time series
Zivot, Eric; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828953
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Unidentified components in reduced rank regression estimation of ECM's
Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828954
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Testing for a unit root in the presence of deterministic trends
Schmidt, Peter; Phillips, Peter C. B. - 1989 - Rev.
Persistent link: https://www.econbiz.de/10000791222
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Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.; Loretan, Mico - 1990
Persistent link: https://www.econbiz.de/10000792321
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Operational algebra and regression t-tests
Phillips, Peter C. B. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792323
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A shortcut to lad estimator asymptotics
Phillips, Peter C. B. - 1990
Persistent link: https://www.econbiz.de/10000792325
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To criticize the critics : an objective Bayesian analysis of stochastic trends
Phillips, Peter C. B. - 1990
Persistent link: https://www.econbiz.de/10000792328