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~person:"Phillips, Peter C. B."
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Phillips, Peter C. B.
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ECONIS (ZBW)
397
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1
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
2
Nonstationary continuous-time processes
Bandi, Federico M.
;
Phillips, Peter C. B.
-
2010
Persistent link: https://www.econbiz.de/10003900634
Saved in:
3
Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.
;
Loretan, Mico
-
1990
Persistent link: https://www.econbiz.de/10000792321
Saved in:
4
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
5
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10009784706
Saved in:
6
Nonparametric Predictive Regression
Kasparis, Ioannis
-
2012
. The tests are consistent and divergence rates are faster when the predictor is stationary. Asymptotic
theory
and …
Persistent link: https://www.econbiz.de/10013100418
Saved in:
7
Econometric analysis of asset price bubbles
Shi, Shuping
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326551
Saved in:
8
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
9
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
10
Forecasting economic activity using the yield curve : quasi-real-time applications for New Zealand, Australia and the US
Henry, Todd
;
Phillips, Peter C. B.
-
2020
Persistent link: https://www.econbiz.de/10012322385
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