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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Phillips, Peter C. B."
~subject:"Econometrics"
~subject:"Unit root test"
~type_genre:"Forschungsbericht"
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Unit root test
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Phillips, Peter C. B.
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ECONIS (ZBW)
33
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1
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
2
Tjalling C. Koopmans Econometric Theory Prize 2015-2017
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
4
,
pp. 947-948
Persistent link: https://www.econbiz.de/10011951438
Saved in:
3
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
4
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
5
Econometric Reviews honors Esfandiar Maasoumi
Phillips, Peter C. B.
;
Ullah, Aman
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 563-567
Persistent link: https://www.econbiz.de/10011795280
Saved in:
6
Meritocracy voting : measuring the unmeasurable
Schmidt, Peter
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 41-43
Persistent link: https://www.econbiz.de/10011549855
Saved in:
7
Testing for multiple bubbles : limit theory or real-time detectors
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
- In:
International economic review
56
(
2015
)
4
,
pp. 1079-1134
Persistent link: https://www.econbiz.de/10011485301
Saved in:
8
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
9
Edmond Malinvaud : a tribute to his contributions in econometrics
Phillips, Peter C. B.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011378421
Saved in:
10
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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