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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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Copula-based time series with filtered nonstationarity
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - 2020 - Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
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Estimation and inference with near unit roots
Phillips, Peter C. B. - 2021
Persistent link: https://www.econbiz.de/10012807742
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Weak identification of long memory with implications for inference
Li, Jia; Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013326614
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Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun - 2022
Persistent link: https://www.econbiz.de/10013464259
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Weak convergence to stochastic integrals for econometric applications
Liang, Hanying; Phillips, Peter C. B.; Wang, Hanchao; … - 2014
Persistent link: https://www.econbiz.de/10010470638
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001498899
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440481
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The tail behavior of maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828948
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Second order expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596327