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Estimation theory
43
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Phillips, Peter C. B.
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Journal of econometrics
Cowles Foundation discussion paper
261
Cowles Foundation Discussion Paper
125
Econometric theory
71
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
29
Journal of Econometrics
23
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17
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9
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9
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6
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6
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6
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5
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5
Oxford bulletin of economics and statistics
5
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4
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4
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4
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4
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Econometrics : open access journal
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Celebrating Irving Fisher : the legacy of a great economist
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Development Economics Working Papers
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Discussion Paper Series / Institute of Economic Research, Korea University
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Discussion papers / Department of Economics, University of California San Diego
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ECONIS (ZBW)
74
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Unit root log periodogram regression
Phillips, Peter C. B.
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10003451744
Saved in:
10
Long memory and long run variation
Phillips, Peter C. B.
- In:
Journal of econometrics
151
(
2009
)
2
,
pp. 150-158
Persistent link: https://www.econbiz.de/10003877960
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