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Limit Theory in Cointegrated Vector Autoregressions
Phillips, Peter C.B.; Toda, Hiro Y. - In: Econometric theory 9 (1993) 1, pp. 150
Persistent link: https://www.econbiz.de/10007019316
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Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions
Toda, Hiro Y. - In: Econometric theory 11 (1995) 5, pp. 1015-1032
Persistent link: https://www.econbiz.de/10007009740
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POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS
Sun, Yixiao; Phillips, Peter C.B.; Jin, Sainan - In: Econometric theory 27 (2011) 6, pp. 1320-1369
Persistent link: https://www.econbiz.de/10009804266
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LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
Magdalinos, Tassos; Phillips, Peter C.B. - In: Econometric theory 25 (2009) 2, pp. 482-526
Persistent link: https://www.econbiz.de/10008211990
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INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS
Phillips, Peter C.B.; Magdalinos, Tassos - In: Econometric theory 29 (2013) 4, pp. 808-837
Persistent link: https://www.econbiz.de/10010155202
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LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.; Kim, Chang Sik; Bleistein, N.; … - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
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REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
Phillips, Peter C.B.; Akonom, J.; Barro, R.J.; … - In: Econometric theory 23 (2007) 4, pp. 557-614
Persistent link: https://www.econbiz.de/10007732419
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UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
Phillips, Peter C.B.; Magdalinos, Tassos - In: Econometric theory 25 (2009) 6, pp. 1682-1715
Persistent link: https://www.econbiz.de/10008325213
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LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION
Phillips, Peter C.B. - In: Econometric theory 25 (2009) 6, pp. 1466-1497
Persistent link: https://www.econbiz.de/10008325220
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REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
Ibragimov, Rustam; Phillips, Peter C.B. - In: Econometric theory 24 (2008) 4, pp. 888-947
Persistent link: https://www.econbiz.de/10008069005