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Testing for cointegration using principal component methods
Phillips, Peter C. B.; Ouliaris, Sam - 1987
Persistent link: https://www.econbiz.de/10000740642
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - 1999
Persistent link: https://www.econbiz.de/10001389313
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Challenges of trending time series econometrics
Phillips, Peter C. B. - 2004
Persistent link: https://www.econbiz.de/10002148139
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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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Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun - 2005
Persistent link: https://www.econbiz.de/10003468425
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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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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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When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.; Wang, Ying - 2020
Persistent link: https://www.econbiz.de/10012320628
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Fully modified least squares for multicointegrated systems
Kheifets, Igor L.; Phillips, Peter C. B. - 2019
Persistent link: https://www.econbiz.de/10012132051
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On multicointegration
Phillips, Peter C. B.; Kheifets, Igor - 2021
Persistent link: https://www.econbiz.de/10012807766