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Asymptotic distribution of factor augmented estimators for panel regression
Greenaway-McGrevy, Ryan; Han, Chirok; Sul, Donggyu - In: Journal of econometrics 169 (2012) 1, pp. 48-54
Persistent link: https://www.econbiz.de/10009979011
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Asymptotic distribution of factor augmented estimators for panel regression
Greenaway-McGrevy, Ryan; Han, Chirok; Sul, Donggyu - In: Journal of econometrics 169 (2012) 1, pp. 48-53
Persistent link: https://www.econbiz.de/10009666767
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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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An approximation to the finite sample distribution of Zellnerʹs seemingly unrelated regression estimator
Phillips, Peter C. B. - In: Journal of econometrics 6 (1977) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10002641145
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The sampling distribution of forecasts from a first-order autoregression
Phillips, Peter C. B. - In: Journal of econometrics 9 (1973) 3, pp. 241-261
Persistent link: https://www.econbiz.de/10002641325
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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