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Band Spectral Regression with Trending Data.
Corbae, D.; Ouliaris, S.; Phillips, P.C.B. - Department of Economics, Tippie College of Business - 1997
Band spectral regression with deterministic and stochastic trends is considered. It is shown that conventional trend removal by regression in the time domain prior to bank spectral regression leads to biased and inconsistent estimates of the parameters in a model with frequency dependent...
Persistent link: https://www.econbiz.de/10005566223
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A Rexamination of the Consumption Function Using Frequency Domain Regressions.
Corbae, D.; Ouliaris, S.; Phillips, P.C.B. - Department of Economics, Tippie College of Business - 1991
Persistent link: https://www.econbiz.de/10005566237
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A reexamination of the consumption function using frequency domain regressions
Corbae, Dean; Ouliaris, Sam; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828946
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A random walk through the Gibson paradox
Corbae, Dean - In: Journal of applied econometrics 4 (1989) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10001069929
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A test of long-run purchasing power parity allowing for structural breaks
Corbae, Dean - In: The economic record : er 67 (1991) 196, pp. 26-33
Persistent link: https://www.econbiz.de/10001106841
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A reexamination of the consumption function using frequency domain regressions
Corbae, Dean - In: Empirical economics : a journal of the Institute for … 19 (1994) 4, pp. 595-609
Persistent link: https://www.econbiz.de/10001175474
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Cointegration and tests of purchasing power parity
Corbae, Dean - In: The review of economics and statistics 70 (1988) 3, pp. 508-511
Persistent link: https://www.econbiz.de/10001054961
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Band spectral regression with trending data
Corbae, Dean; Ouliaris, Sam; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1067-1109
Persistent link: https://www.econbiz.de/10001688017
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LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.; Kim, Chang Sik; Bleistein, N.; … - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
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Testing for cointegration using principal components methods
Phillips, P. C. B.; Ouliaris, S. - In: Journal of Economic Dynamics and Control 12 (1988) 2-3, pp. 205-230
Persistent link: https://www.econbiz.de/10005160724