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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1992
Persistent link: https://www.econbiz.de/10000872825
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New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B. - 1998
Persistent link: https://www.econbiz.de/10000997933
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Worldwide institutional and individual rankings in statistical theory by journal publications over the period 1980 - 1986
Phillips, Peter C. B. - In: Econometric theory 4 (1988) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001049391
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Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico - In: Journal of empirical finance 1 (1993) 2, pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y. - In: Econometric reviews 13 (1994) 2, pp. 259-285
Persistent link: https://www.econbiz.de/10001163109
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Vector autoregressions and causality
Toda, Hiro Y. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 6, pp. 1367-1393
Persistent link: https://www.econbiz.de/10001155091
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Asymptotic properties of residual based tests for cointegration
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 165-193
Persistent link: https://www.econbiz.de/10001084872
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Asymptotics for linear processes
Phillips, Peter C. B.; Solo, Victor - 1989
Persistent link: https://www.econbiz.de/10000870510
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A frequency approach to Bayesian asymptotics
Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - 2016
Persistent link: https://www.econbiz.de/10011781652
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Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting; Gao, Jiti; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011781976