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Disambiguation of "Phillips, Peter C. B."

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Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing

, , and . Econometrica, 76 (1): 175--194 (Jan 1, 2008)doi: 10.1111/j.0012-9682.2008.00822.x.

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Peter Phillips

Oliver Phillips

Joseph Phillips

James Phillips

Marina Phillips

 

Other publications of authors with the same name

New unit root asymptotics in the presence of deterministic trends. Journal of Econometrics, 111 (2): 323--353 (December 2002)Model selection in partially nonstationary vector autoregressive processes with reduced rank structure, and . Journal of Econometrics, 91 (2): 227--271 (August 1999)Bayesian prediction a response. Journal of Econometrics, 69 (1): 351--365 (September 1995)Bayesian model selection and prediction with empirical applications. Journal of Econometrics, 69 (1): 289--331 (September 1995)Nonstationary panel data analysis: an overview of some recent developments, and . Econometric Reviews, 19 (3): 263--286 (2000)Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra, and . Journal of Time Series Analysis, 25 (5): 733--753 (245 09 2004)doi: 10.1111/j.1467-9892.2004.01904.x.Inference in Autoregression under Heteroskedasticity, and . Journal of Time Series Analysis, 27 (2): 289--308 (60 03 2006)doi: 10.1111/j.1467-9892.2005.00466.x.The Durbin-Watson ratio under infinite-variance errors, and . Journal of Econometrics, 47 (1): 85--114 (January 1991)GMM Estimation of Autoregressive Roots Near Unity with Panel Data, and . Econometrica, 72 (2): 467--522 (61 03 2004)doi: 10.1111/j.1468-0262.2004.00498.x.A Primer on Unit Root Testing, and . Journal of Economic Surveys, 12 (5): 423--470 (335 12 1998)doi: 10.1111/1467-6419.00064.