Peter C. B. Phillips
Title
Cited by
Cited by
Year
Testing for a unit root in time series regression
PCB Phillips, P Perron
Biometrika 75 (2), 335-346, 1988
201411988
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
136731992
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
135221992
Statistical inference in instrumental variables regression with I (1) processes
PCB Phillips, BE Hansen
The Review of Economic Studies 57 (1), 99-125, 1990
43711990
Time series regression with a unit root
PCB Phillips
Econometrica: Journal of the Econometric Society, 277-301, 1987
37631987
Asymptotic properties of residual based tests for cointegration
PCB Phillips, S Ouliaris
Econometrica: journal of the Econometric Society, 165-193, 1990
23621990
Understanding spurious regressions in econometrics
PCB Phillips
Journal of econometrics 33 (3), 311-340, 1986
22591986
Applied time series econometrics
C Gourieroux, M Wickens, E Ghysels, RJ Smith
Cambridge university press, 2004
17112004
Linear regression limit theory for nonstationary panel data
PCB Phillips, HR Moon
Econometrica 67 (5), 1057-1111, 1999
14621999
Optimal inference in cointegrated systems
PCB Phillips
Econometrica: Journal of the Econometric Society, 283-306, 1991
13491991
Vector autoregressions and causality
HY Toda, PCB Phillips
Econometrica: Journal of the Econometric Society, 1367-1393, 1993
12191993
Asymptotics for linear processes
PCB Phillips, V Solo
The Annals of Statistics, 971-1001, 1992
9671992
Estimating long-run economic equilibria
PCB Phillips, M Loretan
The Review of Economic Studies 58 (3), 407-436, 1991
9621991
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
9591992
Statistical inference in regressions with integrated processes: Part 1
JY Park, PCB Phillips
Econometric Theory, 468-497, 1988
9181988
Multiple time series regression with integrated processes
PCB Phillips, SN Durlauf
The Review of Economic Studies 53 (4), 473-495, 1986
9071986
Dynamic panel estimation and homogeneity testing under cross section dependence
PCB Phillips, D Sul
The Econometrics Journal 6 (1), 217-259, 2003
9032003
Multiple time series regression with integrated processes
PCB Phillips, SN Durlauf
The Review of Economic Studies 53 (4), 473-495, 1986
8951986
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
8912011
Transition modeling and econometric convergence tests
PCB Phillips, D Sul
Econometrica 75 (6), 1771-1855, 2007
8672007
The system can't perform the operation now. Try again later.
Articles 1–20