Add to ORKGThe work of Professor P.C.B. Phillips, even if it is focused on the area of linear nonstationary models, is enormous. So it is hard for me to explore the whole of his work in this paper. Therefore I have decided to take up only a few results of his work. The topics chosen here are applications of the martingale approximation and the problem of choosing between stochastic and deterministic trends, which I discuss and, hopefully extend.26 p
This paper investigates whether the inherent non-stationarity of macroeconomic time series is entire...
In the first chapter, the limiting distributions for ordinary least squares, fixed effects, first di...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
We study a class of in…nite-horizon nonlinear dynamic economic models in which preferences, technolo...
Asymptotic properties for various discrete-time stochastic processes are discussed. In particular, w...
This volume contains a selection of papers presented at the fifth Franco - Belgian Meeting of Statis...
The paper studies large-dimension factor models with nonstationary factors and allows for determinis...
In the first chapter; we consider nonlinear transformations of random walks driven by thick-tailed i...
This book presents essential tools for modelling non-linear time series. The first part of the book ...
This book serves as a comprehensive source of asymptotic results for econometric models with determi...
Implications of nonlinearity, nonstationarity and misspeci\u85cation are con-sidered from a forecast...
In this paper, we look for new opportunities that can be exploited using some of the recent developm...
This volume contains a selection of papers presented at the third Franco-Belgian Meeting of Statisti...
Recent developments in nonstationary time series and cointegration are discussed and three new books...
The present volume contains the most advanced theories on the martingale approach to central limit t...
This paper investigates whether the inherent non-stationarity of macroeconomic time series is entire...
In the first chapter, the limiting distributions for ordinary least squares, fixed effects, first di...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...
We study a class of in…nite-horizon nonlinear dynamic economic models in which preferences, technolo...
Asymptotic properties for various discrete-time stochastic processes are discussed. In particular, w...
This volume contains a selection of papers presented at the fifth Franco - Belgian Meeting of Statis...
The paper studies large-dimension factor models with nonstationary factors and allows for determinis...
In the first chapter; we consider nonlinear transformations of random walks driven by thick-tailed i...
This book presents essential tools for modelling non-linear time series. The first part of the book ...
This book serves as a comprehensive source of asymptotic results for econometric models with determi...
Implications of nonlinearity, nonstationarity and misspeci\u85cation are con-sidered from a forecast...
In this paper, we look for new opportunities that can be exploited using some of the recent developm...
This volume contains a selection of papers presented at the third Franco-Belgian Meeting of Statisti...
Recent developments in nonstationary time series and cointegration are discussed and three new books...
The present volume contains the most advanced theories on the martingale approach to central limit t...
This paper investigates whether the inherent non-stationarity of macroeconomic time series is entire...
In the first chapter, the limiting distributions for ordinary least squares, fixed effects, first di...
The aim of the paper is to examine some of the key issues in nonlinear time series analysis. Tools a...