Narrow search
Showing 1 - 10 of 265
Cover Image
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
Cover Image
Pooled log periodogram regression
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499557
Cover Image
A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K.; Guggenberger, Patrik - 2000
Persistent link: https://www.econbiz.de/10001492115
Cover Image
Unidentified components in reduced rank regression estimation of ECM's
Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828954
Cover Image
Optimal changepoint tests for normal linear regression
Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner - 1992
Persistent link: https://www.econbiz.de/10000835912
Cover Image
Understanding spurious regressions in econometrics
Phillips, Peter C. B. - 1987
Persistent link: https://www.econbiz.de/10000741422
Cover Image
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - 1999
Persistent link: https://www.econbiz.de/10001389313
Cover Image
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainin - 2003
Persistent link: https://www.econbiz.de/10001741372
Cover Image
Efficient regression in time series partial linear models
Phillips, Peter C. B.; Guo, Binbin; Xiao, Zhijie - 2002
Persistent link: https://www.econbiz.de/10001671872
Cover Image
HAC estimation by automative regression
Phillips, Peter C. B. - 2004
Persistent link: https://www.econbiz.de/10002148138