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Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723110
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Log periodogram regression : the nonstationary case
Kim, Chang Sik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003461423
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Statistical inference in regressions with integrated processes
Park, Joon Y.; Phillips, Peter C. B.
Persistent link: https://www.econbiz.de/10000740644
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(1987). - 35, 10, 2 S.
Park, Joon Y.
Persistent link: https://www.econbiz.de/10000740645
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Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - 2001
Persistent link: https://www.econbiz.de/10001618853
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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440487
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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001498888