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Time series regression with a unit root and infinite-variance errors
Phillips, Peter C. B. - In: Econometric theory 6 (1990) 1, pp. 44-62
Persistent link: https://www.econbiz.de/10001085418
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Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001389305
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Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
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Trending time series and macroeconomic activity : some present and future challenges
Phillips, Peter C. B. - In: Journal of econometrics 100 (2001) 1, pp. 21-27
Persistent link: https://www.econbiz.de/10001546133
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Local limit theory and spurious nonparametric regression
Phillips, Peter C. B. - In: Econometric theory 25 (2009) 6, pp. 1466-1497
Persistent link: https://www.econbiz.de/10003904416
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Unit root log periodogram regression
Phillips, Peter C. B. - In: Journal of econometrics 138 (2007) 1, pp. 104-124
Persistent link: https://www.econbiz.de/10003451744
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Long memory and long run variation
Phillips, Peter C. B. - In: Journal of econometrics 151 (2009) 2, pp. 150-158
Persistent link: https://www.econbiz.de/10003877960
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Regression with slowly varying regressors and nonlinear trends
Phillips, Peter C. B. - In: Econometric theory 23 (2007) 4, pp. 557-614
Persistent link: https://www.econbiz.de/10003549567
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Pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312325
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Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 521-555
Persistent link: https://www.econbiz.de/10011339279