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Phillips, Peter C. B. - In: Journal of econometrics 100 (2001) 1, pp. 21-27

Persistent link: https://www.econbiz.de/10001546133

New unit root asymptotics in the presence of deterministic trends

Phillips, Peter C. B. - 1998

Persistent link: https://www.econbiz.de/10000997933

Impulse response and forecast error variance asymptotics in nonstationary VARs

Phillips, Peter C. B. - In: Journal of econometrics 83 (1998) 1, pp. 21-56

Persistent link: https://www.econbiz.de/10001336953

Reflexiones sobre la metodología econométrica

Phillips, Peter C. B. - In: Información comercial española / Cuadernos económicos (1993), pp. 37-62

Persistent link: https://www.econbiz.de/10001339946

Descriptive econometrics for nonstationary time series with empirical illustrations

Phillips, Peter C. B. - 1999

Persistent link: https://www.econbiz.de/10001389305

Memorial to Edmond Malinvaud

Phillips, Peter C. B. - In: Econometric theory 31 (2015) 3, pp. 423-425

Persistent link: https://www.econbiz.de/10011290878

Unit roots in life : a graduate student story

Phillips, Peter C. B. - 2013

Persistent link: https://www.econbiz.de/10010190225

Long memory and long run variation

Phillips, Peter C. B. - In: Journal of econometrics 151 (2009) 2, pp. 150-158

Persistent link: https://www.econbiz.de/10003877960

Dynamic panel modeling of climate change

Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28

We discuss some conceptual and practical issues that arise from the presence of global energy balance effects on station level adjustment mechanisms in dynamic panel regressions with climate data. The paper provides asymptotic analyses, observational data computations, and Monte Carlo...

Persistent link: https://www.econbiz.de/10012265695

Dynamic panel Anderson-Hsiao estimation with roots near unity

Phillips, Peter C. B. - In: Econometric theory 34 (2018) 2, pp. 253-276

Persistent link: https://www.econbiz.de/10011950953

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