Narrow search
Showing 1 - 10 of 17
Cover Image
Long run variance estimation using steep origin kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - 2003
Persistent link: https://www.econbiz.de/10001794759
Cover Image
The KPSS test with seasonal dummies
Jin, Sainan; Phillips, Peter C. B. - 2002
Persistent link: https://www.econbiz.de/10001671304
Cover Image
Improved HAR inference using power kernels without truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - 2005
Persistent link: https://www.econbiz.de/10002969563
Cover Image
Nonstationary discrete choice : a corrigendum and addendum
Phillips, Peter C. B.; Jin, Sainan; Hu, Ling - 2005
Persistent link: https://www.econbiz.de/10002969689
Cover Image
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - 2010
Persistent link: https://www.econbiz.de/10003925716
Cover Image
Testing the martingale hypothesis
Phillips, Peter C. B.; Jin, Sainan - 2013
Persistent link: https://www.econbiz.de/10010190227
Cover Image
A new approach to robust inference in cointegration
Jin, Sainan (contributor); Phillips, Peter C. B. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003468420
Cover Image
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468430
Cover Image
Business cycles, trend elimination, and the HP filter
Phillips, Peter C. B.; Jin, Sainan - 2015
Persistent link: https://www.econbiz.de/10011312319
Cover Image
Testing for common trends in semiparametric panel data models with fixed effects
Zhang, Youghui; Su, Liangjun; Phillips, Peter C. B. - 2011
Persistent link: https://www.econbiz.de/10009376977