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Nonstationary panel data analy...
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Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometric reviews
19
(
2000
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
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Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 293-323
Persistent link: https://www.econbiz.de/10002514194
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3
Estimation of high-dimensional seemingly unrelated regression models
Tan, Lidan
;
Chiong, Khai Xiang
;
Moon, Hyungsik Roger
- In:
Econometric reviews
40
(
2021
)
9
,
pp. 830-851
Persistent link: https://www.econbiz.de/10012624541
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4
Reduced forms and weak instrumentation
Phillips, Peter C. B.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 818-839
Persistent link: https://www.econbiz.de/10011795504
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y.
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
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A Bayesian analysis of trend determination in economic time series
Zivot, Eric
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 291-336
Persistent link: https://www.econbiz.de/10001172763
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Boosting the HP filter for trending time series with long-range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
- In:
Econometric reviews
44
(
2024
)
1
,
pp. 41-79
Persistent link: https://www.econbiz.de/10015196426
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8
Nonlinearity induced weak instrumentation
Kasparis, Ioannis
;
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
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9
Refined inference on long memory in realized volatility
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 254-267
Persistent link: https://www.econbiz.de/10003761227
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10
Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
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