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Publications by P. C. B. Phillips
Asymptotic Properties of Residual Based Tests for Cointegration
Econometrica
Economics
Econometrics
ERA's: A New Approach to Small Sample Theory
Econometrica
Economics
Econometrics
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Asymptotic Theory of Rank Tests for Independence.
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On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts
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On the Size Distortion From Linearly Interpolating Low-Frequency Series for Cointegration Tests
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