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NONLINEAR COINTEGRATING REGRES...
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Econometric theory
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NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION
Shi, Xiaoxia
;
Phillips, Peter C.B.
- In:
Econometric theory
28
(
2011
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10009968676
Saved in:
2
Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia
;
Phillips, Peter C. B.
- In:
Econometric theory
28
(
2012
)
3
,
pp. 509-547
Persistent link: https://www.econbiz.de/10009545835
Saved in:
3
Simple two-stage inference for a class of partially identified models
Shi, Xiaoxia
;
Shum, Matthew
- In:
Econometric theory
31
(
2015
)
3
,
pp. 493-520
Persistent link: https://www.econbiz.de/10011341915
Saved in:
4
Simple two-stage inference for a class of partially identified models
Shi, Xiaoxia
;
Shum, Matthew
- In:
Econometric theory
31
(
2015
)
3
,
pp. 493-520
Persistent link: https://www.econbiz.de/10011290909
Saved in:
5
Testing generalized regression monotonicity
Hsu, Yu-Chin
;
Liu, Chu-An
;
Shi, Xiaoxia
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1146-1200
Persistent link: https://www.econbiz.de/10012149282
Saved in:
6
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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7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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