Items where Author is "Phillips, Peter CB"
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Article
Cavaliere, Giuseppe and Phillips, Peter CB and Smeekes, Stephan and Taylor, AM Robert (2015) Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility. Econometric Reviews, 34 (4). pp. 512-536. DOI https://doi.org/10.1080/07474938.2013.808065
Chambers, Marcus J and Phillips, Peter CB and Taylor, AM Robert (2009) <i>ECONOMETRIC THEORY</i> MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION. Econometric Theory, 25 (4). pp. 891-900. DOI https://doi.org/10.1017/s0266466608090324