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Publications by P. C. B. Phillips

Asymptotic Properties of Residual Based Tests for Cointegration

English

ERA's: A New Approach to Small Sample Theory

English

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Error-Correction–Based Cointegration Tests for Panel Data

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A Residual-Based Cointegration Test for Near Unit Root Variables

SSRN Electronic Journal

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Rank Tests for Nonlinear Cointegration

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Mixed Signals Among Tests for Panel Cointegration

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Asymptotic Theory of Rank Tests for Independence.

Journal of the Royal Statistical Society. Series A (General)

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Asymptotic Efficiency of Weighted Tests for Symmetry

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Asymptotic Efficiencies of Truncated Sequential Tests

IEEE Transactions on Information Theory

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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

Advances in Econometrics

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