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IN MEMORY OF JOHN DENIS SARGAN
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Brownian motion
17
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Cointegration
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unit root
12
nonstationarity
10
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integrated process
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Phillips, Peter C.B.
533
Yu, Jun
40
Magdalinos, Tassos
20
Park, Joon Y.
20
Jin, Sainan
19
Sul, Donggyu
19
Han, Chirok
18
Sun, Yixiao
18
Ploberger, Werner
13
Xiao, Zhijie
13
Lieberman, Offer
12
Moon, Hyungsik R.
11
Cho, Jin Seo
10
Moon, Hyungsik Roger
10
Chang, Yoosoon
8
Kasparis, Ioannis
8
Phillips, Peter C. B.
8
Toda, Hiro Y.
8
Wang, Qiying
8
Gao, Jiti
7
Giraitis, Liudas
7
Hu, Ling
7
Ouliaris, Sam
7
Shi, Shu-Ping
7
Shimotsu, Katsumi
7
Bandi, Federico M.
5
Chao, John C.
5
Perron, Benoit
5
Xu, Ke-Li
5
Choi, In
4
Hodgson, Douglas J.
4
Ibragimov, Rustam
4
Kim, Chang Sik
4
Kitamura, Yuichi
4
Su, Liangjun
4
Cheng, Xu
3
Loretan, Mico
3
McFarland, James W.
3
PHILLIPS, PETER C.B.
3
Wang, Xiaohu
3
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Cowles Foundation for Research in Economics, Yale University
246
School of Economics, Singapore Management University
16
School of Management, Yale University
6
Department of Economics, University of California-Santa Barbara (UCSB)
3
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2
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2
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2
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1
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1
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1
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Cowles Foundation Discussion Papers
246
Econometric Theory
81
Econometric theory
61
Journal of econometrics
39
Journal of Econometrics
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Working Papers / School of Economics, Singapore Management University
16
The econometrics journal
6
Yale School of Management Working Papers
6
Journal of applied econometrics
3
Oxford bulletin of economics and statistics
3
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Economics Letters
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Monash Econometrics and Business Statistics Working Papers
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1
Center for Policy Research Working Papers
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Discussion Paper Series In Economics And Econometrics
1
Econometrics Journal
1
Economics Discussion Papers
1
Economics letters
1
Essays in honor of Aman Ullah
1
Essays in honor of Joon Y. Park : econometric theory
1
IEPR Working Papers
1
International economic review
1
Journal of Business & Economic Statistics
1
Journal of Economic Surveys
1
Journal of Macroeconomics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Levine's Bibliography
1
Mathematics and Computers in Simulation (MATCOM)
1
Research in economics : an international review of economics
1
Scholarly Articles
1
Southern economic journal
1
The economic journal : the journal of the Royal Economic Society
1
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RePEc
395
OLC EcoSci
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ECONIS (ZBW)
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BASE
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EconStor
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Other ZBW resources
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91
Testing for a unit root by frequency domain regression
Choi, In
;
Phillips, Peter C.B.
- In:
Journal of econometrics
59
(
1993
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10006805247
Saved in:
92
The spurious effect of unit roots on vector autoregressions: An analytical study
Toda, Hiro Y.
;
Phillips, Peter C.B.
- In:
Journal of econometrics
59
(
1993
)
3
,
pp. 229-256
Persistent link: https://www.econbiz.de/10006805249
Saved in:
93
Vector Autoregressions and Causality
Todo, Hiro Y.
;
Phillips, Peter C.B.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
6
,
pp. 1367-1394
Persistent link: https://www.econbiz.de/10006805351
Saved in:
94
GMM with Many Moment Conditions
Han, Chirok
;
Phillips, Peter C.B.
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
1
,
pp. 147-192
Persistent link: https://www.econbiz.de/10006747714
Saved in:
95
Local Whittle estimation of fractional integration and some of its variants
Shimotsu, Katsumi
;
Phillips, Peter C.B.
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 209-234
Persistent link: https://www.econbiz.de/10006748300
Saved in:
96
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C.B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10006757760
Saved in:
97
GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Moon, Hyungsik Roger
;
Phillips, Peter C.B.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 467-522
Persistent link: https://www.econbiz.de/10006758455
Saved in:
98
Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C.B.
;
Park, Joon Y.
;
Chang, Yoosoon
- In:
Journal of econometrics
118
(
2004
)
1-2
,
pp. 219-246
Persistent link: https://www.econbiz.de/10006758777
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99
Models, Methods, and Applications of Econometrics: Essays in Honor of A. R. Bergstrom
Phillips, Peter C.B.
;
Caudill, Steven B.
- In:
Southern economic journal
61
(
1994
)
2
,
pp. 539
Persistent link: https://www.econbiz.de/10006685998
Saved in:
100
Forward exchange market unbiasedness: The case of the Australian dollar since 1984
Phillips, Peter C.B.
;
McFarland, James W.
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 885-908
Persistent link: https://www.econbiz.de/10006921851
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