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Smoothing local-to-moderate unit root theory
Phillips, Peter C. B.; Magdalinos, Tassos; Giraitis, Liudas - In: Journal of econometrics 158 (2010) 2, pp. 274-279
Persistent link: https://www.econbiz.de/10008839955
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Limit theory for moderate deviations from a unit root
Phillips, Peter C. B.; Magdalinos, Tassos - In: Journal of econometrics 136 (2007) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10003401647
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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - In: Journal of econometrics 185 (2015) 2, pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
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Dynamic misspecification in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - In: Journal of econometrics 168 (2012) 2, pp. 270-284
Persistent link: https://www.econbiz.de/10009612740
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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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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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Trending time series and macroeconomic activity : some present and future challenges
Phillips, Peter C. B. - In: Journal of econometrics 100 (2001) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10001546133
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New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B. - In: Journal of econometrics 111 (2002) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10001715754
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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. - In: Journal of econometrics 178 (2014) 1, pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
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Bootstrapping I(1) data
Phillips, Peter C. B. - In: Journal of econometrics 158 (2010) 2, pp. 280-284
Persistent link: https://www.econbiz.de/10008839951