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Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis
;
Phillips, Peter C. B.
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2009
Persistent link: https://www.econbiz.de/10003842064
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Unit root model selection
Phillips, Peter C. B.
(
contributor
)
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2008
Persistent link: https://www.econbiz.de/10003724266
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3
Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003724269
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4
Long memory and long run variation
Phillips, Peter C. B.
(
contributor
)
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2008
Persistent link: https://www.econbiz.de/10003724271
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