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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
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LM tests for a unit root in the presence of deterministic trends
Schmidt, Peter - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 257-287
Persistent link: https://www.econbiz.de/10001330274
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An inroduction to best empirical models when the paramenter space is infinite dimensional
Ploberger, Werner; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 877-890
Persistent link: https://www.econbiz.de/10001860216
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - In: Oxford bulletin of economics and statistics 67 (2005) 4, pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
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Specification sensitivity in right-tailed unit root testing for explosive behaviour
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: Oxford bulletin of economics and statistics 76 (2014) 3, pp. 315-333
Persistent link: https://www.econbiz.de/10010474929
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A method for working with sign restrictions in structural equation modelling
Ouliaris, Sam; Pagan, Adrian R. - In: Oxford bulletin of economics and statistics 78 (2016) 5, pp. 605-622
Persistent link: https://www.econbiz.de/10011579075
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Three basic issues that arise when using informational restrictions in SVARs
Ouliaris, Sam; Pagan, Adrian R. - In: Oxford bulletin of economics and statistics 84 (2022) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012818970