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Inference in near-singular regression

Phillips, Peter C. B. - In: Essays in honor of Aman Ullah, (pp. 461-486). 2016

Persistent link: https://www.econbiz.de/10011530307

Discrete Fourier transforms of fractional processes

Phillips, Peter C. B. - 1999

Persistent link: https://www.econbiz.de/10001404200

Modeling speculative bubbles with diverse investor expectations

Phillips, Peter C. B. - In: Research in economics : an international review of economics 70 (2016) 3, pp. 375-387

Persistent link: https://www.econbiz.de/10011631179

Tribute to T.W. Anderson

Phillips, Peter C. B. - In: Econometric theory 33 (2017) 3, pp. 529-533

Persistent link: https://www.econbiz.de/10011810029

Edmond Malinvaud : an economist's econometrician

Phillips, Peter C. B. - In: Annals of economics and statistics 125/126 (2017), pp. 135-151

Persistent link: https://www.econbiz.de/10011744360

Pitfalls in bootstrapping spurious regression

Phillips, Peter C. B. - In: Journal of quantitative economics 19 (2021), pp. 163-217

Persistent link: https://www.econbiz.de/10013441715

Discrete fourier transforms of fractional processes with econometric applications

Phillips, Peter C. B. - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 3-71). 2023

Persistent link: https://www.econbiz.de/10014313196

Estimation and inference with near unit roots

Phillips, Peter C. B. - In: Econometric theory 39 (2023) 2, pp. 221-263

Persistent link: https://www.econbiz.de/10014306253

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