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Estimating smooth structural change in cointegration models
Phillips, Peter C. B.; Li, Degui; Gao, Jiti - In: Journal of econometrics 196 (2017) 1, pp. 180-195
Persistent link: https://www.econbiz.de/10011743793
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685
Persistent link: https://www.econbiz.de/10011606819
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Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Journal of econometrics 215 (2020) 2, pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
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A frequentist approach to Bayesian asymptotics
Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - In: Journal of econometrics 206 (2018) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10012110394
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Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti; Kanaya, Shin; Li, Degui; Tjostheim, Dag - In: Econometric theory 31 (2015) 5, pp. 911-952
Persistent link: https://www.econbiz.de/10011545492
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Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
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Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B. - In: Econometric theory 34 (2018) 2, pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
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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
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Reduced forms and weak instrumentation
Phillips, Peter C. B. - In: Econometric reviews 36 (2017) 6/9, pp. 818-839
Persistent link: https://www.econbiz.de/10011795504
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Diagnosing housing fever with an econometric thermometer
Shi, Shuping; Phillips, Peter C. B. - In: Journal of Economic Surveys (2021)
Persistent link: https://www.econbiz.de/10012635934