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A new approach to robust inference in cointegration
Jin, Sainan; Phillips, Peter C. B.; Sun, Yixiao - In: Economics letters 91 (2006) 2, pp. 300-306
Persistent link: https://www.econbiz.de/10003327908
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Does GNP have a unit root? : a re-evaluation
Perron, Pierre - In: Economics letters 23 (1987) 2, pp. 139-145
Persistent link: https://www.econbiz.de/10001027059
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The KPSS test with seasonal dummies
Phillips, Peter C. B.; Jin, Sainan - In: Economics letters 77 (2002) 2, pp. 239-243
Persistent link: https://www.econbiz.de/10001705611
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The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.; Han, Chirok - In: Economics letters 127 (2015), pp. 89-92
Persistent link: https://www.econbiz.de/10011382882
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The heterogeneous effects of the minimum wage on employment across states
Wang, Wuyi; Phillips, Peter C. B.; Su, Liangjun - In: Economics letters 174 (2019), pp. 179-185
Persistent link: https://www.econbiz.de/10012121089
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Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping; Phillips, Peter C. B. - In: Economics letters 172 (2018), pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10003295343
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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10006747805
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A simple proof of the latent root sensitivity formula
Phillips, P. C. B. - In: Economics letters 9 (1982) 1, pp. 57-59
Persistent link: https://www.econbiz.de/10002641332