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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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Trending time series and macroeconomic activity : some present and future challenges
Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499568
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Unit root log periodogram regression
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440489
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Discrete Fourier transforms of fractional processes
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440492
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Survey of multifractality in finance
Mandelbrot, Benoît B. - 1999
Persistent link: https://www.econbiz.de/10001426807
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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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Bayesian routes and unit roots : de rebus prioribus semper est disputandum
Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828123