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Uniform consistency of nonstationary Kernel-Weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - 2013
Persistent link: https://www.econbiz.de/10010226787
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The limit of finite-sample size and a problem with subsampling
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462548
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Hybrid and size-corrected subsample methods
Andrews, Donald W. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003462549
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Robust inference on correlation under general heterogeneity
Giraitis, Liudas; Li, Yufei; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10014235297
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Testing equality of covariance matrices via pythagorean means
Cho, Jin Seo; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010470643
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Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723110
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Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.; Wang, Ying - 2019
Persistent link: https://www.econbiz.de/10012062413
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Limit theory and inference in non-cointegrated functional coefficient regression
Wang, Ying; Phillips, Peter C. B.; Tu, Yundong - 2024
Persistent link: https://www.econbiz.de/10015077168
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1989
Persistent link: https://www.econbiz.de/10000870510
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The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests
Andrews, Donald W. K. - 1992
Persistent link: https://www.econbiz.de/10000852463