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~subject:"Cointegration"
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Cointegration
Theory
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344
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283
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282
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164
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Phillips, Peter C. B.
94
Wang, Qiying
17
Gao, Jiti
10
Li, Degui
10
Magdalinos, Tassos
8
Kasparis, Ioannis
7
Cheng, Xu
6
Wang, Ying
6
Kheifets, Igor L.
4
Sun, Yixiao
4
Bykhovskaya, Anna
3
Hu, Zhishui
3
Jin, Sainan
3
Leirvik, Thomas
3
Liao, Zhipeng
3
Shi, Xiaoxia
3
Storelvmo, Trude
3
Xiao, Zhijie
3
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2
Moon, Hyungsik Roger
2
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2
Chao, John C.
1
Chen, Ye
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ECONIS (ZBW)
92
RePEc
2
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1
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
8
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
-
1999
Persistent link: https://www.econbiz.de/10001389313
Saved in:
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
Saved in:
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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