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Limit theory for explosively cointegrated systems
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723140
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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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Self-weighted estimation for local unit root regression with applications
Hu, Zhishui; Liu, Nan; Phillips, Peter C. B.; Wang, Qiying - 2024
Persistent link: https://www.econbiz.de/10015076938
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724269
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Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011748555
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Econometric measurement of earth's transient climate sensitivity
Phillips, Peter C. B.; Leirvik, Thomas; Storelvmo, Trude - 2017
Persistent link: https://www.econbiz.de/10011648930
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The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828077
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Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.; Phillips, Peter C. B.; Schmidt, Peter - 1991
Persistent link: https://www.econbiz.de/10000828125
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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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Testing mean stability of heteroskedastic time series
Dalla, Violetta; Giratis, Liudas; Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312317