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Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B. - 2021
Persistent link: https://www.econbiz.de/10012807741
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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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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
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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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Forward selection Fama-MacBeth regression with higher-order asset pricing factors
Borri, Nicola; Četverikov, Denis N.; Liu, Yukun; … - 2025
Persistent link: https://www.econbiz.de/10015417540
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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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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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Local Whittle estimation in nonstationary and unit root cases
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499561
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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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Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai; Calvet, Laurent E.; Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000974392