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Best median unbiased estimation in linear regression with bounded asymmetric loss functions
Andrews, Donald W. K.; Phillips, Peter C. B. - 1986
Persistent link: https://www.econbiz.de/10000951483
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - 1997
Persistent link: https://www.econbiz.de/10000966051
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - 1997
Persistent link: https://www.econbiz.de/10000966052
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Higher order approximations for frequency domain time series regression
Phillips, Peter C. B.; Xiao, Zhijie - 1997
Persistent link: https://www.econbiz.de/10000966053
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Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000843670
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Bayes methods for trending multiple time series with an empirical application to the US economy
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000848865
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Hyper-consistent estimation of a unit root in time series regression
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000852458
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Some exact distribution theory for maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B. - 1992
Persistent link: https://www.econbiz.de/10000852459
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Posterior odds testing for a unit root with data-based model selection
Phillips, Peter C. B.; Ploberger, Werner - 1992
Persistent link: https://www.econbiz.de/10000839757
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New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B. - 1998
Persistent link: https://www.econbiz.de/10000997933