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On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B. - 2012
Persistent link: https://www.econbiz.de/10009625935
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Pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312325
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Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo; Phillips, Peter C. B. - 2021
Persistent link: https://www.econbiz.de/10012807748
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Robust inference for time varying predictability : a Sieve-IVX approach
Liu, Nan; Liu, Yanbo; Phillips, Peter C. B.; Zhang, Yajie - 2025
Persistent link: https://www.econbiz.de/10015417401
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Vector autoregression and causality
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828076
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Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792310
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Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013326569
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Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong; Christensen, Timothy M. - 2014
Persistent link: https://www.econbiz.de/10010470615
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Testing mean stability of heteroskedastic time series
Dalla, Violetta; Giratis, Liudas; Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312317
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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