Peter C. B. Phillips
Peter C. B. Phillips
yale.edu üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Testing for a unit root in time series regression
PCB Phillips, P Perron
Biometrika 75 (2), 335-346, 1988
219451988
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?
D Kwiatkowski, PCB Phillips, P Schmidt, Y Shin
Journal of econometrics 54 (1-3), 159-178, 1992
147151992
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?
D Kwiatkowski, PCB Phillips, P Schmidt, Y Shin
Journal of econometrics 54 (1-3), 159-178, 1992
145681992
Statistical inference in instrumental variables regression with I (1) processes
PCB Phillips, BE Hansen
The Review of Economic Studies 57 (1), 99-125, 1990
48141990
Time series regression with a unit root
PCB Phillips
Econometrica: Journal of the Econometric Society, 277-301, 1987
40231987
Asymptotic properties of residual based tests for cointegration
PCB Phillips, S Ouliaris
Econometrica: journal of the Econometric Society, 165-193, 1990
25601990
Understanding spurious regressions in econometrics
PCB Phillips
Journal of econometrics 33 (3), 311-340, 1986
23291986
Nonparametric econometrics
A Pagan, A Ullah, C Gourieroux, PCB Phillips, M Wickens
Cambridge university press, 1999
20601999
Applied time series econometrics
H Lütkepohl, M Krätzig
Cambridge university press, 2004
18002004
Linear regression limit theory for nonstationary panel data
PCB Phillips, HR Moon
Econometrica 67 (5), 1057-1111, 1999
15611999
Optimal inference in cointegrated systems
PCB Phillips
Econometrica: Journal of the Econometric Society, 283-306, 1991
14261991
Vector autoregression and causality
H Toda
Yale University, 1991
12901991
Asymptotics for linear processes
PCB Phillips, V Solo
The Annals of Statistics, 971-1001, 1992
10241992
Estimating long-run economic equilibria
PCB Phillips, M Loretan
The Review of Economic Studies 58 (3), 407-436, 1991
10231991
LM tests for a unit root in the presence of deterministic trends
P Schmidt, PCB Phillips
Oxford bulletin of economics and statistics 54 (3), 257-287, 1992
10171992
Transition modeling and econometric convergence tests
PCB Phillips, D Sul
Econometrica 75 (6), 1771-1855, 2007
10012007
Multiple time series regression with integrated processes
PCB Phillips, SN Durlauf
The Review of Economic Studies 53 (4), 473-495, 1986
9841986
Explosive behavior in the 1990s Nasdaq: When did exuberance escalate asset values?
PCB Phillips, Y Wu, J Yu
International economic review 52 (1), 201-226, 2011
9832011
Dynamic panel estimation and homogeneity testing under cross section dependence
PCB Phillips, D Sul
The Econometrics Journal 6 (1), 217-259, 2003
9822003
Statistical inference in regressions with integrated processes: Part 1
JY Park, PCB Phillips
Econometric Theory 4 (3), 468-497, 1988
9781988
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Makaleler 1–20