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A new approach to robust inference in cointegration
Jin, Sainan (contributor); Phillips, Peter C. B. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003468420
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A remark on bimodality and weak instrumentation in structural equation estimation
Phillips, Peter C. B. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003468424
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Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun - 2005
Persistent link: https://www.econbiz.de/10003468425
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Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468430
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Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B. (contributor); Han, Chirok (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468431
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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468433
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Sinusoidal modeling applied to spatially variant troposheric ozone air pollution
Muller, Nicholas Z. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003468434
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Refined inference on long memory in realized volatility
Lieberman, Offer (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003468435
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Semiparametric estimation in simultaneous equations of time series models
Gao, Jiti; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10008667514
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Economic transition and growth
Phillips, Peter C. B.; Sul, Donggyu - In: Journal of applied econometrics 24 (2009) 7, pp. 1153-1185
Persistent link: https://www.econbiz.de/10003931469