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Long run variance estimation using steep origin kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - 2003
Persistent link: https://www.econbiz.de/10001794759
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainin - 2003
Persistent link: https://www.econbiz.de/10001741372
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Improved HAR inference using power kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - 2005
Persistent link: https://www.econbiz.de/10002969563
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Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - 2010
Persistent link: https://www.econbiz.de/10003925716
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Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767435
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A new approach to robust inference in cointegration
Jin, Sainan (contributor); Phillips, Peter C. B. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003468420
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Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468430
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Estimation and inference in a possibly multicointegrated system with a fixed number of instruments
Sun, Yixiao; Phillips, Peter C. B.; Kheifets, Igor L. - 2024
Persistent link: https://www.econbiz.de/10015077063
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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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Meritocracy voting : measuring the unmeasurable
Phillips, Peter C. B. - 2011
Persistent link: https://www.econbiz.de/10009376972