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Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.; Moon, Hyungsik Roger - 1999
Persistent link: https://www.econbiz.de/10001389310
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - 1999
Persistent link: https://www.econbiz.de/10001389313
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Pooled log periodogram regression
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499557
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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.; Guggenberger, Patrik - 2000 - Rev.: May 2000
Persistent link: https://www.econbiz.de/10001512674
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Regression with slowly varying regressors
Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596323
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Unit root log periodogram regression
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440489
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HAC estimation by automative regression
Phillips, Peter C. B. - 2004
Persistent link: https://www.econbiz.de/10002148138
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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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Copula-based nonlinear quantile autoregression
Chen, Xiaohong (contributor); Koenker, Roger (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003773621
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Log periodogram regression : the nonstationary case
Kim, Chang Sik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461423