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Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai; Calvet, Laurent E.; Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000974392
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Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001389305
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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - 1997
Persistent link: https://www.econbiz.de/10000974391
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Log periodogram regression : the nonstationary case
Kim, Chang Sik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461423
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Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - 2010
Persistent link: https://www.econbiz.de/10003925361
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Series estimation of stochastic processes recent developments and econometric applications
Phillips, Peter C. B.; Liao, Zhipeng - 2012
Persistent link: https://www.econbiz.de/10009615049
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Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842064
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Local limit theory and spurious nonparametric regression
Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724268
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Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B. - 2021
Persistent link: https://www.econbiz.de/10012807741
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Boosting the HP filter for trending time series with long range dependence
Biswas, Eva; Sabzikar, Farzad; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013464252