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Fully nonparametric estimation of scalar diffusion models
Bandi, Federico M.; Phillips, Peter C. B. - 2001
Persistent link: https://www.econbiz.de/10001618860
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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440487
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Unit root log periodogram regression
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440489
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Discrete Fourier transforms of fractional processes
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440492
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Law and limits of econometrics
Phillips, Peter C. B. - 2003
Persistent link: https://www.econbiz.de/10001746160
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VARs with mixed roots near unity
Phillips, Peter C. B.; Lee, Ji Hyung - 2011
Persistent link: https://www.econbiz.de/10009412234
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - 2011
Persistent link: https://www.econbiz.de/10009412262
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Testing for multiple bubbles
Phillips, Peter C. B.; Shi, Shu-Ping; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009412282
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Specification sensitivity in right-tailed unit root testing for explosive behavior
Phillips, Peter C. B.; Shi, Shu-ping; Yu, Jun - 2011
Persistent link: https://www.econbiz.de/10009412328
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Long run covariance matrices for fractionally integrated processes
Phillips, Peter C. B. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003723110