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Stability tests in error correction models
Quintos, Carmela E. - In: Journal of econometrics 82 (1998) 2, pp. 289-315
Persistent link: https://www.econbiz.de/10001234536
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Analysis of cointegration vectors using the GMM approach
Quintos, Carmela E. - In: Journal of econometrics 85 (1998) 1, pp. 155-188
Persistent link: https://www.econbiz.de/10001240377
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Analysis of cointegration vectors using the GMM approach
Quintos, Carmela E. - In: Journal of econometrics 85 (1998) 1, pp. 155-188
Persistent link: https://www.econbiz.de/10006789160
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Stability tests in error correction models
Quintos, Carmela E. - In: Journal of econometrics 82 (1998) 2, pp. 289-316
Persistent link: https://www.econbiz.de/10006790189
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Local Whittle estimation of fractional integration and some of its variants
Shimotsu, Katsumi; Phillips, Peter C.B. - In: Journal of econometrics 130 (2006) 2, pp. 209-234
Persistent link: https://www.econbiz.de/10006748300
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Nonstationary discrete choice
Hu, Ling; Phillips, Peter C.B. - In: Journal of econometrics 120 (2004) 1, pp. 103-138
Persistent link: https://www.econbiz.de/10006757760
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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. 227-272
Persistent link: https://www.econbiz.de/10006785378
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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/10006790182
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Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi; Phillips, Peter C.B. - In: Journal of econometrics 80 (1997) 1, pp. 85-124
Persistent link: https://www.econbiz.de/10006791928
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Bayesian predictions: A response
Phillips, Peter C.B. - In: Journal of econometrics 69 (1995) 1, pp. 351
Persistent link: https://www.econbiz.de/10006797921