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Non-linearity induced weak instrumentation
Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos - 2012
Persistent link: https://www.econbiz.de/10009615048
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Inconsistent VAR regression with common explosive roots
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 29 (2013) 4, pp. 808-837
Persistent link: https://www.econbiz.de/10010210160
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Nonlinearity induced weak instrumentation
Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric reviews 33 (2014) 5/6, pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
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Housing fever in Australia 2020-2023: insights from an econometric thermometer
Shi, Shuping; Phillips, Peter C. B. - 2023
Persistent link: https://www.econbiz.de/10014538949