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~subject:"Kointegration"
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Kointegration
Theorie
434
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433
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356
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356
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302
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302
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164
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141
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132
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118
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107
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92
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Phillips, Peter C. B.
92
Wang, Qiying
16
Gao, Jiti
9
Li, Degui
9
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
Hong, Seung Hyun
2
Moon, Hyungsik Roger
2
Toda, Hiro Y.
2
Chao, John C.
1
Chen, Ye
1
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1
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Cowles Foundation discussion paper
32
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16
Journal of econometrics
13
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10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
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2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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1
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Inference in continuous systems with mildly explosive regressors
Chen, Ye
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 400-416
Persistent link: https://www.econbiz.de/10011920532
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2
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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3
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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4
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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5
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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6
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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7
Testing for cointegration using principal component methods
Phillips, Peter C. B.
;
Ouliaris, Sam
-
1987
Persistent link: https://www.econbiz.de/10000740642
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8
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:
9
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:
10
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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