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The role of theory in econometrics
Pesaran, M. Hashem - In: Journal of econometrics 67 (1995) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10001333017
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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, pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - In: Journal of econometrics 91 (1999) 2, pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
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A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Pesaran, M. Hashem - In: Journal of econometrics 57 (1993) 1, pp. 377-392
Persistent link: https://www.econbiz.de/10001142516
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Conditional and unconditional statistical independence
Phillips, Peter C. B. - In: Journal of econometrics 3 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
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Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi - In: Journal of econometrics 80 (1997) 1, pp. 85-123
Persistent link: https://www.econbiz.de/10001223462
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Higher-order approximations for frequency domain time series regression
Xiao, Zhijie - In: Journal of econometrics 86 (1998) 2, pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
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Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C. - In: Journal of econometrics 87 (1998) 1, pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
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Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem - In: Journal of econometrics 71 (1996) 1, pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
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A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 196 (2017) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011743783