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~subject:"Cointegration"
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Optimal inference in cointegra...
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Cointegration
Theorie
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324
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163
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Phillips, Peter C. B.
92
Wang, Qiying
17
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10
Li, Degui
10
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8
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7
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6
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ECONIS (ZBW)
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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 210-224
Persistent link: https://www.econbiz.de/10010256172
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2
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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3
Efficient detrending in cointegrating regression
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Econometric theory
15
(
1999
)
4
,
pp. 519-548
Persistent link: https://www.econbiz.de/10001492212
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4
The tail behavior of maximum likelihood estimators of cointegrating coefficients in error correction models
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828948
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5
Unidentified components in reduced rank regression estimation of ECM's
Phillips, Peter C. B.
-
1991
Persistent link: https://www.econbiz.de/10000828954
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6
Testing for cointegration using principal component methods
Phillips, Peter C. B.
;
Ouliaris, Sam
-
1987
Persistent link: https://www.econbiz.de/10000740642
Saved in:
7
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
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8
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
-
1999
Persistent link: https://www.econbiz.de/10001389313
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9
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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10
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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