UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS. (25th February 2014)
- Record Type:
- Journal Article
- Title:
- UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS. (25th February 2014)
- Main Title:
- UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS
- Authors:
- Xiao, Zhijie
- Abstract:
- <abstract abstract-type="normal"> <title> <x content-type="archive" xml:space="preserve">Abstract</x> </title> <p>Peter C. B. Phillips has made fundamental contributions to unit root econometrics. This paper provides a selective review of Peter's contribution to unit roots, with a focus on unit root asymptotics, unit root tests, and testing for stationarity against the unit root alternative. The discussion puts a relatively heavier weight on Peter's most recent work.</p> </abstract>
- Is Part Of:
- Econometric theory. Volume 30:Number 4(2014:Aug.)
- Journal:
- Econometric theory
- Issue:
- Volume 30:Number 4(2014:Aug.)
- Issue Display:
- Volume 30, Issue 4 (2014)
- Year:
- 2014
- Volume:
- 30
- Issue:
- 4
- Issue Sort Value:
- 2014-0030-0004-0000
- Page Start:
- 775
- Page End:
- 814
- Publication Date:
- 2014-02-25
- Subjects:
- Econometrics -- Periodicals
330.01519505 - Journal URLs:
- http://journals.cambridge.org/action/displayJournal?jid=ECT ↗
- DOI:
- 10.1017/S0266466613000479 ↗
- Languages:
- English
- ISSNs:
- 0266-4666
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital Store
- Ingest File:
- 3460.xml