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Bayesian predictions: A response
Phillips, Peter C.B. - In: Journal of econometrics 69 (1995) 1, pp. 351
Persistent link: https://www.econbiz.de/10006797921
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Bayesian model selection and prediction with empirical applications
Phillips, Peter C.B. - In: Journal of econometrics 69 (1995) 1, pp. 289-332
Persistent link: https://www.econbiz.de/10006797924
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ERRATUM: Vol. 61, No. 6 (November, 1993) cover Table of Contents contains a misprint. The authors of "Vector Autoregressions and Causality" are Hiro Y. Toda and Peter C. B. Phillips. We apologize to Professor Toda for the inconvenience
Toda, Hiro Y.; Phillips, Peter C.B. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 1
Persistent link: https://www.econbiz.de/10006800464
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Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models
Phillips, Peter C.B. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 1, pp. 73-94
Persistent link: https://www.econbiz.de/10006800478
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Testing for a unit root by frequency domain regression
Choi, In; Phillips, Peter C.B. - In: Journal of econometrics 59 (1993) 3, pp. 263-286
Persistent link: https://www.econbiz.de/10006805247
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The spurious effect of unit roots on vector autoregressions: An analytical study
Toda, Hiro Y.; Phillips, Peter C.B. - In: Journal of econometrics 59 (1993) 3, pp. 229-256
Persistent link: https://www.econbiz.de/10006805249
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Vector Autoregressions and Causality
Todo, Hiro Y.; Phillips, Peter C.B. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 6, pp. 1367-1394
Persistent link: https://www.econbiz.de/10006805351
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Maximum Likelihood Estimation in Panels with Incidental Trends
Moon, Hyungsik R.; Phillips, Peter C.B. - In: Oxford bulletin of economics and statistics 61 (1999), pp. 711-748
Persistent link: https://www.econbiz.de/10006457796
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Prewhitening Bias in HAC Estimation link rid="fn1">*
Sul, Donggyu; Phillips, Peter C.B.; Young, Choi-Chi - In: Oxford bulletin of economics and statistics 67 (2005) 4, pp. 517-546
Persistent link: https://www.econbiz.de/10006424840
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An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional
Ploberger, Werner; Phillips, Peter C.B. - In: Oxford bulletin of economics and statistics 65 (2003), pp. 877-890
Persistent link: https://www.econbiz.de/10006431519