The following pages link to Peter C. B. Phillips (Q274886):
Displaying 50 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- Statistical Inference in Instrumental Variables Regression with I(1) Processes (Q156114) (← links)
- Estimating Long-Run Economic Equilibria (Q156116) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Unit root log periodogram regression (Q277158) (← links)
- Limit theory for moderate deviations from a unit root (Q278238) (← links)
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
- Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
- Incidental trends and the power of panel unit root tests (Q289163) (← links)
- Nonstationary discrete choice: a corrigendum and addendum (Q289204) (← links)
- Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
- A complete asymptotic series for the autocovariance function of a long memory process (Q299260) (← links)
- A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180) (← links)
- (Q341896) (redirect page) (← links)
- A multivariate stochastic unit root model with an application to derivative pricing (Q341897) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- A simple proof of the latent root sensitivity formula (Q373759) (← links)
- (Q447822) (redirect page) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- (Q494412) (redirect page) (← links)
- Testing linearity using power transforms of regressors (Q494413) (← links)
- The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression (Q498841) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
- Optimal estimation under nonstandard conditions (Q528003) (← links)
- Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- (Q591332) (redirect page) (← links)
- The concentration ellipsoid of a random vector (Q600191) (← links)
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
- Smoothing local-to-moderate unit root theory (Q736676) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- The Durbin-Watson ratio under infinite-variance errors (Q756340) (← links)
- The exact distribution of exogenous variable coefficient estimators (Q760725) (← links)
- The distribution of matrix quotients (Q762855) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Understanding spurious regressions in econometrics (Q1082027) (← links)
- An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\) (Q1094041) (← links)
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) (Q1094062) (← links)
- Testing for cointegration using principal components methods (Q1104687) (← links)
- Spherical matrix distributions and Cauchy quotients (Q1117638) (← links)
- Conditional and unconditional statistical independence (Q1118280) (← links)
- On the behavior of inconsistent instrumental variable estimators (Q1173369) (← links)
- Asymptotics for linear processes (Q1193361) (← links)
- An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator (Q1240513) (← links)
- A large deviation limit theorem for multivariate distributions (Q1240957) (← links)
- The sampling distribution of forecasts from a first-order autoregression (Q1255748) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
