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LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.; Kim, Chang Sik; Bleistein, N.; … - In: Econometric theory 23 (2007) 6, pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
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Nonstationary Panel Data Analysis: An Overview of Some Recent Developments
Phillips, P.C.B.; Moon, H.R. - In: Econometric reviews 19 (2000) 3, pp. 263-286
Persistent link: https://www.econbiz.de/10006906258
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A Bayesian Analysis of Trend Determination in Economic Time Series
Zivot, E.; Phillips, P.C.B. - In: Econometric reviews 13 (1994) 3, pp. 291-336
Persistent link: https://www.econbiz.de/10006945890
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Vector Autoregression and Causality: A Theoretical Overview and Simulation Study
Toda, H.Y.; Phillips, P.C.B. - In: Econometric reviews 13 (1994) 2, pp. 259
Persistent link: https://www.econbiz.de/10006945893
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Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, J.C.; Phillips, P.C.B. - In: Journal of econometrics 87 (1998) 1, pp. 49-86
Persistent link: https://www.econbiz.de/10006788229
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Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s
Phillips, P.C.B.; McFarland, J.W.; McMahon, P.C. - In: Journal of applied econometrics 11 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10007001659
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A Reexamination of the Consumption Function Using Frequency Domain Regressions
Corbae, D.; Ouliaris, S.; Phillips, P.C.B. - In: Empirical economics : a journal of the Institute for … 19 (1994) 4, pp. 595-610
Persistent link: https://www.econbiz.de/10006349468
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EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS
Ibragimov, Rustam; An, M.Y.; Andrews, D.W.K.; Andrews, … - In: Econometric theory 23 (2007) 3, pp. 501-518
Persistent link: https://www.econbiz.de/10007770856
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TESTING FOR LONG MEMORY
Harris, David; Mccabe, Brendan; Leybourne, Stephen; … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
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DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
Han, Chirok; Galbraith, R.F.; Galbraith, J.I.; Grenander, U. - In: Econometric theory 23 (2007) 6, pp. 1248-1253
Persistent link: https://www.econbiz.de/10007869209