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Statistical inference in regressions with integrated processes
Park, Joon Y. - In: Econometric theory (1988)
Persistent link: https://www.econbiz.de/10001272711
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A primer on unit root testing
Phillips, Peter C. B.; Xiao, Zhijie - In: Journal of economic surveys 12 (1998) 5, pp. 423-469
Persistent link: https://www.econbiz.de/10001400855
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Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.; Moon, Hyungsik Roger - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1057-1111
Persistent link: https://www.econbiz.de/10001405853
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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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Parameter constancy in cointegrating regressions
Quintos, Carmela E. - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 675-706
Persistent link: https://www.econbiz.de/10001331525
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Anticipated budget deficits and the real exchange rate
Devereux, Michael B. - In: The Canadian journal of economics 28 (1995), pp. 207-220
Persistent link: https://www.econbiz.de/10001333986
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Real and monetary cycles in models of Keynes-Wicksell type
Chiarella, Carl - In: Journal of economic behavior & organization : JEBO 30 (1996) 3, pp. 327-351
Persistent link: https://www.econbiz.de/10001335483
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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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Money in a real business cycle model
Farmer, Roger E. A. - In: Journal of money, credit and banking : JMCB 29 (1997) 4, pp. 568-611
Persistent link: https://www.econbiz.de/10001336988
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Forward exchange market unbiasedness : the case of the Australian dollar since 1984
Phillips, Peter C. B. - In: Journal of international money and finance 16 (1997) 6, pp. 885-907
Persistent link: https://www.econbiz.de/10001337356