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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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Pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312325
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Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo; Phillips, Peter C. B. - 2021
Persistent link: https://www.econbiz.de/10012807748
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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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Exactly unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000828074
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Vector autoregression and causality
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828076
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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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Posterior odds testing for a unit root with data-based model selection
Phillips, Peter C. B.; Ploberger, Werner - 1992
Persistent link: https://www.econbiz.de/10000839757