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Nonstationary Time Series and Cointegration

Phillips, P.C.B. - In: Journal of applied econometrics 10 (1995) 1, pp. 87-94

Persistent link: https://www.econbiz.de/10007007900

PROBLEMS AND SOLUTIONS - SOLUTIONS - Nonorthogonal Hilbert Projections in Trend Regression

Phillips, P.C.B.; Sun, Y. - In: Econometric theory 18 (2002) 4, pp. 1011-1015

Persistent link: https://www.econbiz.de/10006973186

PROBLEMS AND SOLUTIONS - PROBLEMS - Regression with an Evaporating Logarithmic Trend

Phillips, P.C.B.; Sun, Y. - In: Econometric theory 18 (2002) 3, pp. 819

Persistent link: https://www.econbiz.de/10006973962

Rethinking an Old Empirical Puzzle: Econometric Evidence on the Forward Discount Anomaly

Maynard, A.; Phillips, P.C.B. - In: Journal of applied econometrics 16 (2001) 6, pp. 671-708

Persistent link: https://www.econbiz.de/10006976091

PROBLEMS AND SOLUTIONS - PROBLEMS - Nonorthogonal Hilbert Projections in Trend Regression

Phillips, P.C.B.; Sun, Y. - In: Econometric theory 17 (2001) 4, pp. 854

Persistent link: https://www.econbiz.de/10006978083

Descriptive Econometries for Non-stationary Time Series with Empirical Illustrations

Phillips, P.C.B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-414

Persistent link: https://www.econbiz.de/10006978553

THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2007

Hall, V.B.; Phillips, P.C.B. - In: Econometric theory 24 (2008) 5, pp. 1461

Persistent link: https://www.econbiz.de/10008088965

Chapter 8 Exact small sample theory in the simultaneous equations model

Phillips, P.C.B. - In: Handbook of econometrics : volume 1, (pp. 449-516). 1983

This chapter provides a general framework for the distribution problem and details formulae that are frequently useful in the derivation of sampling distributions and moments. It also provides an account of the genesis of the Edgeworth, Nagar, and saddlepoint approximations. The chapter...

Persistent link: https://www.econbiz.de/10014024906

Understanding spurious regressions in econometrics

Phillips, P.C.B. - In: Journal of Econometrics 33 (1986) 3, pp. 311-340

Persistent link: https://www.econbiz.de/10005285620

Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets.

Loretan, M.; Phillips, P.C.B. - Wisconsin Madison - Social Systems - 1992

Persistent link: https://www.econbiz.de/10005795337