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Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013326569
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Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong; Christensen, Timothy M. - 2014
Persistent link: https://www.econbiz.de/10010470615
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An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013326601
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A parodox of inconsistent parametric and consistent nonparametric regression
Phillips, Peter C. B.; Su, Liangjun - 2009
Persistent link: https://www.econbiz.de/10003842086
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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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Unit root log periodogram regression
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440489
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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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Regression with slowly varying regressors
Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001596323
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HAC estimation by automative regression
Phillips, Peter C. B. - 2004
Persistent link: https://www.econbiz.de/10002148138