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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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Pooled log periodogram regression
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499557
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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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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.; Guggenberger, Patrik - 2000
Persistent link: https://www.econbiz.de/10001492115
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Unidentified components in reduced rank regression estimation of ECM's
Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828954
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Optimal changepoint tests for normal linear regression
Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner - 1992
Persistent link: https://www.econbiz.de/10000835912
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Operational algebra and regression t-tests
Phillips, Peter C. B. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792323
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Understanding spurious regressions in econometrics
Phillips, Peter C. B. - 1987
Persistent link: https://www.econbiz.de/10000741422
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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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Regression with slowly varying regressors
Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596323