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An invariance principle for sieve bootstrap in time series

Park, Joon Y. - In: Econometric theory 18 (2002) 2, pp. 469-490

Persistent link: https://www.econbiz.de/10001661308

The spatial analysis of time series

Park, Joon Y. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003273884

Testing for cointegration using principal component methods

Phillips, Peter C. B.; Ouliaris, Sam - 1987

Persistent link: https://www.econbiz.de/10000740642

Testing for cointegration using principal components methods

Phillips, Peter C. B. - In: Journal of economic dynamics & control 12 (1988) 2, pp. 199-607

Persistent link: https://www.econbiz.de/10001269094

Asymptotic properties of residual based tests for cointegration

Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 165-193

Persistent link: https://www.econbiz.de/10001084872

Testing for cointegration and unit roots in time series models

Ouliaris, Sam - 1987

Persistent link: https://www.econbiz.de/10000747097

Band spectral regression with trending data

Corbae, Dean; Ouliaris, Sam; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1067-1109

Persistent link: https://www.econbiz.de/10001688017

Band Spectral Regression with Trending Data

Corbae, Dean; Ouliaris, Sam; Phillips, Peter C. B. - 2002

Band spectral regression with both deterministic and stochastic trends is considered. It is shown that trend removal by regression in the time domain prior to band spectral regression can lead to biased and inconsistent estimates in models with frequency dependent coefficients. Both...

Persistent link: https://www.econbiz.de/10014116199

Nonstationary binary choice

Park, Joon Y.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1249-1280

Persistent link: https://www.econbiz.de/10001510582

Asymptotics for nonlinear transformations of integrated time series

Park, Joon Y.; Phillips, Peter C. B. - In: Econometric theory 15 (1999) 3, pp. 269-298

Persistent link: https://www.econbiz.de/10001434300