Inference in near-singular regression

由 Peter C. B. PHILLIPS
出版 2016

Bootstrapping I(1) data

由 Peter C. B. PHILLIPS
出版 2010

Folklore Theorems, Implicit Maps, and Indirect Inference

由 Peter C. B. PHILLIPS
出版 2012

Econometric Theory and Practice

由 Peter C. B. PHILLIPS
出版 2009

On Confidence Intervals for Autoregressive Roots and Predictive Regression

由 Peter C. B. PHILLIPS
出版 2014

Local Limit Theory and Spurious Nonparametric Regression

由 Peter C. B. PHILLIPS
出版 2009

Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression

由 Peter C. B. PHILLIPS
出版 2015

Edmond Malinvaud: A tribute to his contributions in econometrics

由 Peter C. B. PHILLIPS
出版 2015

Unit Root and Cointegrating Limit Theory When Initialization is in the Infinite Past

由 Peter C. B. PHILLIPS, Magdalinos, T.
出版 2009

Asymptotic Theory for Zero Energy Functionals with Nonparametric Regression Applications

由 WANG, Qiying, Peter C. B. PHILLIPS
出版 2011

Norming rates and limit theory for some time-varying coefficient autoregressions

由 LIEBERMAN, Offer, Peter C. B. PHILLIPS
出版 2014

Semiparametric Cointegrating Rank Selection

由 CHENG, Xu, Peter C. B. PHILLIPS
出版 2009

Limit Theory for Cointegrated Systems with Moderately Integrated and Moderately Explosive Regressors

由 Magdalinos, Tassos, Peter C. B. PHILLIPS
出版 2009

Economic Transition and Growth

由 Peter C. B. PHILLIPS, Sul, D.
出版 2009

A multivariate stochastic unit root model with an application to derivative pricing

由 LIEBERMAN, Offer, Peter C. B. PHILLIPS
出版 2017

Automated estimation of vector error correction models

由 LIAO, Zhipeng, Peter C. B. PHILLIPS
出版 2015

Robust econometric inference with mixed integrated and mildly explosive regressors

由 Peter C. B. PHILLIPS, LEE, Ji Hyung
出版 2016

Asset pricing with financial bubble risk

由 LEE, Ji Hyung, Peter C. B. PHILLIPS
出版 2016

Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres

由 GREENAWAY-MCGREVY, Ryan, Peter C. B. PHILLIPS
出版 2016

Predictive Regression under Various Degrees of Persistence and Robust Long-Horizon Regression

由 Peter C. B. PHILLIPS, LEE, Ji Hyung
出版 2013