Peter CB Phillips

Peter CB Phillips

Yale University - New Haven / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 835723
person_outline Peter CB Phillips's MOST POPULAR ARTICLES
1-) Testing for a Unit Root in Time Series RegressionPCB PhillipsBiometrika, 1988282421988
2-) 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 ShinJournal of econometrics 54 (1-3), 159-178, 1992157411992
3-) Statistical inference in instrumental variables regression with I (1) processesPCB Phillips, BE HansenThe review of economic studies 57 (1), 99-125, 199062291990
4-) Time series regression with a unit rootPCB PhillipsEconometrica: Journal of the Econometric Society, 277-301, 198744251987
5-) Asymptotic properties of residual based tests for cointegrationPCB Phillips, S OuliarisEconometrica: journal of the Econometric Society, 165-193, 199029761990