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Phillips, Peter C. B.
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6
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5
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ECONIS (ZBW)
241
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1
Exploiting infinite variance through dummy variables in nonstationary autoregressions
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1162-1195
Persistent link: https://www.econbiz.de/10010343729
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2
Covariance-based orthogonality tests for regressors with unknown persistence
Maynard, Alex
;
Shimotsu, Katsumi
- In:
Econometric theory
25
(
2009
)
1
,
pp. 63-116
Persistent link: https://www.econbiz.de/10003816218
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3
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
4
Demand analysis as an ill-posed inverse problem with semiparametric specification
Hoderlein, Stefan
;
Holzmann, Hajo
- In:
Econometric theory
27
(
2011
)
3
,
pp. 609-638
Persistent link: https://www.econbiz.de/10009266723
Saved in:
5
On rate optimality for ill-posed inverse problems in
econometrics
Chen, Xiaohong
;
Reiß, Markus
- In:
Econometric theory
27
(
2011
)
3
,
pp. 497-521
Persistent link: https://www.econbiz.de/10009266730
Saved in:
6
Special issue on inverse problems in
econometrics
2011
Persistent link: https://www.econbiz.de/10009266744
Saved in:
7
Testing regression monotonicity in econometric models
Četverikov, Denis N.
- In:
Econometric theory
35
(
2019
)
4
,
pp. 729-776
Persistent link: https://www.econbiz.de/10012386823
Saved in:
8
Consistent covariance matrix estimation for linear processes
Jansson, Michael
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1449-1459
Persistent link: https://www.econbiz.de/10001716914
Saved in:
9
A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Nielsen, Morten Ørregaard
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1515-1544
Persistent link: https://www.econbiz.de/10003904421
Saved in:
10
Specification of variance matrices for panel data models
Magnus, Jan R.
;
Muris, Chris
- In:
Econometric theory
26
(
2010
)
1
,
pp. 301-310
Persistent link: https://www.econbiz.de/10003968583
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