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~person:"Phillips, Peter C. B."
~person:"Swanson, Norman R."
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Phillips, Peter C. B.
Swanson, Norman R.
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ECONIS (ZBW)
677
RePEc
20
EconStor
17
Showing
1
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10
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714
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1
Estimation
and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
3
Technical Appendix to Consistent
Estimation
, Variable Selection, and Forecasting in FAVAR Models
Chao, John C.
;
Swanson, Norman R.
-
2022
Proofs to lemmas and theorems used in Consistent
Estimation
, Variable Selection, and Forecasting in Factor …
Persistent link: https://www.econbiz.de/10013306503
Saved in:
4
Consistent
Estimation
, Variable Selection, and Forecasting in FAVAR Models
Chao, John C.
;
Swanson, Norman R.
-
2022
the relevant variables in the data set. We show that, even in such a setting, consistent factor
estimation
can be achieved … consistent
estimation
is precluded in the absence of variable pre-screening …
Persistent link: https://www.econbiz.de/10013306504
Saved in:
5
Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US
Morgan, Lynn Bergeland
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2023
Persistent link: https://www.econbiz.de/10014538947
Saved in:
6
Fully modified least squares cointegrating parameter
estimation
in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
7
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:
8
Unified factor model
estimation
and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
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/10013326614
Saved in:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
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