Sabzikar, Farzad; Wang, Qiying; Phillips, Peter C. B. Asymptotic theory for near integrated processes driven by tempered linear processes. (English) Zbl 1456.62215 J. Econom. 216, No. 1, 192-202 (2020). MSC: 62M10 62P20 60G22 60F05 PDFBibTeX XMLCite \textit{F. Sabzikar} et al., J. Econom. 216, No. 1, 192--202 (2020; Zbl 1456.62215) Full Text: DOI Link
Tao, Yubo; Phillips, Peter C. B.; Yu, Jun Random coefficient continuous systems: testing for extreme sample path behavior. (English) Zbl 1452.62682 J. Econom. 209, No. 2, 208-237 (2019). MSC: 62M10 62F12 62P05 62P20 PDFBibTeX XMLCite \textit{Y. Tao} et al., J. Econom. 209, No. 2, 208--237 (2019; Zbl 1452.62682) Full Text: DOI Link
Kong, Jianning; Phillips, Peter C. B.; Sul, Donggyu Weak \(\sigma\)-convergence: theory and applications. (English) Zbl 1452.62933 J. Econom. 209, No. 2, 185-207 (2019). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{J. Kong} et al., J. Econom. 209, No. 2, 185--207 (2019; Zbl 1452.62933) Full Text: DOI Link
Yu, Ping; Phillips, Peter C. B. Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion. (English) Zbl 1407.62254 Econ. Lett. 172, 123-126 (2018). MSC: 62J02 62F12 62M10 60J65 60G44 PDFBibTeX XMLCite \textit{P. Yu} and \textit{P. C. B. Phillips}, Econ. Lett. 172, 123--126 (2018; Zbl 1407.62254) Full Text: DOI Link
Bykhovskaya, Anna; Phillips, Peter C. B. Boundary limit theory for functional local to unity regression. (English) Zbl 1391.60057 J. Time Ser. Anal. 39, No. 4, 523-562 (2018). MSC: 60F17 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{A. Bykhovskaya} and \textit{P. C. B. Phillips}, J. Time Ser. Anal. 39, No. 4, 523--562 (2018; Zbl 1391.60057) Full Text: DOI
Chen, Ye; Phillips, Peter C. B.; Yu, Jun Inference in continuous systems with mildly explosive regressors. (English) Zbl 1377.62177 J. Econom. 201, No. 2, 400-416 (2017). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Econom. 201, No. 2, 400--416 (2017; Zbl 1377.62177) Full Text: DOI Link
Ploberger, Werner; Phillips, Peter C. B. Optimal estimation under nonstandard conditions. (English) Zbl 1443.62285 J. Econom. 169, No. 2, 258-265 (2012). MSC: 62M10 62F15 62F12 62E20 62P20 PDFBibTeX XMLCite \textit{W. Ploberger} and \textit{P. C. B. Phillips}, J. Econom. 169, No. 2, 258--265 (2012; Zbl 1443.62285) Full Text: DOI Link Link
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing. (English) Zbl 1132.62073 Econometrica 76, No. 1, 175-194 (2008). MSC: 62M10 62G10 62P20 62E20 62G20 PDFBibTeX XMLCite \textit{Y. Sun} et al., Econometrica 76, No. 1, 175--194 (2008; Zbl 1132.62073) Full Text: DOI
Phillips, Peter C. B. New unit root asymptotics in the presence of deterministic trends. (English) Zbl 1051.62084 J. Econom. 111, No. 2, 323-353 (2002). MSC: 62M10 62F05 62P20 PDFBibTeX XMLCite \textit{P. C. B. Phillips}, J. Econom. 111, No. 2, 323--353 (2002; Zbl 1051.62084) Full Text: DOI
Phillips, Peter C. B.; Moon, Hyungsik R. Nonstationary panel data analysis: An overview of some recent developments. (English) Zbl 0953.62126 Econom. Rev. 19, No. 3, 263-286 (2000). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{H. R. Moon}, Econom. Rev. 19, No. 3, 263--286 (2000; Zbl 0953.62126) Full Text: DOI Link
Phillips, Peter C. B. Impulse response and forecast error variance asymptotics in nonstationary VARs. (English) Zbl 0919.62131 J. Econom. 83, No. 1-2, 21-56 (1998). Reviewer: Georgi Boshnakov (Manchester, UK) MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{P. C. B. Phillips}, J. Econom. 83, No. 1--2, 21--56 (1998; Zbl 0919.62131) Full Text: DOI
Phillips, Peter C. B.; Loretan, Mico The Durbin-Watson ratio under infinite-variance errors. (English) Zbl 0722.62059 J. Econom. 47, No. 1, 85-114 (1991). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{M. Loretan}, J. Econom. 47, No. 1, 85--114 (1991; Zbl 0722.62059) Full Text: DOI
Phillips, P. C. B. The exact distribution of the Wald statistic. (English) Zbl 0601.62025 Econometrica 54, 881-895 (1986). Reviewer: A.N.Philippou MSC: 62E15 62E20 62H15 62J05 PDFBibTeX XMLCite \textit{P. C. B. Phillips}, Econometrica 54, 881--895 (1986; Zbl 0601.62025) Full Text: DOI Link