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Cowles Foundation discussion paper
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Uniform limit theory for stationary autoregression
Giraitis, Liudas
;
Phillips, Peter C. B.
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2004
Persistent link: https://www.econbiz.de/10002148146
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2
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
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2022
Persistent link: https://www.econbiz.de/10014235297
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3
Mean and autocovariance function estimation near the boundary of stationarity
Giraitis, Liudas
;
Phillips, Peter C. B.
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2009
Persistent link: https://www.econbiz.de/10003795697
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4
Smoothing local-to-moderate unit root theory
Phillips, Peter C. B.
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003767425
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5
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
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6
Cyclical time series: an empirical analysis of temperatures in central England over three centuries
Giraitis, Liudas
;
Marotta, Fulvia
;
Phillips, Peter C. B.
-
2024
Persistent link: https://www.econbiz.de/10015077133
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