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Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B. - In: Journal of Econometrics 83 (1998) 1-2, pp. 21-56
Persistent link: https://www.econbiz.de/10005052729
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A CUSUM test for cointegration using regression residuals
Xiao, Zhijie; Phillips, Peter C. B. - In: Journal of Econometrics 108 (2002) 1, pp. 43-61
Persistent link: https://www.econbiz.de/10005052917
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An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
Phillips, Peter C. B. - In: Journal of Econometrics 6 (1977) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10005122569
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Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - In: Journal of Econometrics 118 (2004) 1-2, pp. 219-246
Persistent link: https://www.econbiz.de/10005122804
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Higher-order approximations for frequency domain time series regression
Xiao, Zhijie; Phillips, Peter C. B. - In: Journal of Econometrics 86 (1998) 2, pp. 297-336
Persistent link: https://www.econbiz.de/10005122825
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Bayesian model selection and prediction with empirical applications
Phillips, Peter C. B. - In: Journal of Econometrics 69 (1995) 1, pp. 289-331
Persistent link: https://www.econbiz.de/10005122872
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Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables
Chao, John C.; Phillips, Peter C. B. - In: Journal of Econometrics 111 (2002) 2, pp. 251-283
Persistent link: https://www.econbiz.de/10005228579
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On the behavior of inconsistent instrumental variable estimators
Maasoumi, Esfandiar; Phillips, Peter C. B. - In: Journal of Econometrics 19 (1982) 2-3, pp. 183-201
Persistent link: https://www.econbiz.de/10005228655
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The Durbin-Watson ratio under infinite-variance errors
Phillips, Peter C. B.; Loretan, Mico - In: Journal of Econometrics 47 (1991) 1, pp. 85-114
Persistent link: https://www.econbiz.de/10005285436
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The spurious effect of unit roots on vector autoregressions : An analytical study
Toda, Hiro Y.; Phillips, Peter C. B. - In: Journal of Econometrics 59 (1993) 3, pp. 229-255
Persistent link: https://www.econbiz.de/10005285463